A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization

We introduce a new class of forward-backward algorithms for structured convex minimization problems in Hilbert spaces. Our approach relies on the time discretization of a second-order differential system with two potentials and Hessian-driven damping, recently introduced in [H. Attouch, P.-E. Mainge...

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Bibliographic Details

Published in:	SIAM journal on optimization Vol. 24; no. 1; pp. 232 - 256
Main Authors:	Attouch, Hédy, Peypouquet, Juan, Redont, Patrick
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
Subjects:	Algorithms Control theory Mathematics Methods Optimization inertial forward-backward algorithm convex minimization dynamical approach
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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