On the Proximal Gradient Algorithm with Alternated Inertia

In this paper, we investigate attractive properties of the proximal gradient algorithm with inertia. Notably, we show that using alternated inertia yields monotonically decreasing functional values, which contrasts with usual accelerated proximal gradient methods. We also provide convergence rates f...

Full description

Saved in:

Bibliographic Details
Published in:	Journal of optimization theory and applications Vol. 176; no. 3; pp. 688 - 710
Main Authors:	Iutzeler, Franck, Malick, Jérôme
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.03.2018 Springer Nature B.V Springer Verlag
Subjects:	Algorithms Applications of Mathematics Calculus of Variations and Optimal Control; Optimization Economic models Engineering Inertia Machine Learning Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Optimization and Control Statistics Theory of Computation 65K10 90C30 Proximal gradient algorithm Accelerated methods Kurdyka–Łojasiewicz inequality
ISSN:	0022-3239, 1573-2878
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!