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An inertial Tseng's type proximal algorithm for nonsmooth and nonconvex optimization problems (1406.0724v1)
Published 3 Jun 2014 in math.OC and math.NA
Abstract: 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-\L{}ojasiewicz inequality, which is for instance fulfilled for semi-algebraic functions.
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