paper

Convergence rates for an inertial algorithm of gradient type associated to a smooth nonconvex minimization

arXiv:1807.00387

Abstract

We investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We show that the generated sequences converge to a critical point of the objective function, if a regularization of the objective function satisfies the Kurdyka-Łojasiewicz property. Further, we provide convergence rates for the generated sequences and the function values formulated in terms of the Łojasiewicz exponent.

24 pages

Convergence rates for an inertial algorithm of gradient type associated to a smooth nonconvex minimization · wovepaper