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math.OC2016
Convergence Rates of Inertial Splitting Schemes for Nonconvex Composite Optimization
Patrick R. Johnstone, Pierre Moulin
We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--Łojazie…
math.OC2016★ 17 cited
Local and Global Convergence of a General Inertial Proximal Splitting Scheme
Patrick R. Johnstone, Pierre Moulin
This paper is concerned with convex composite minimization problems in a Hilbert space. In these problems, the objective is the sum of two closed, proper, and convex functions wher…