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An inertial Tseng's type proximal algorithm for nonsmooth and nonconvex optimization problems

We investigate the convergence of a forward-backward-forward proximal-type algorithm with inertial and memory effects when minimizing the sum of a nonsmooth function with a smooth one in the absence of convexity. The convergence is obtained provided an appropriate regularization of the objective satisfies the Kurdyka-Łojasiewicz inequality, which is for instance fulfilled for semi-algebraic functions.

preprint2014arXivOpen access
Radu Ioan BotErnö Robert Csetnek
math.OCmath.NA
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Radu Ioan BotErnö Robert Csetnek

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