English

Auxiliary problem principle and inexact variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function

Optimization and Control 2016-09-13 v2

Abstract

In view of the minimization of a function which is the sum of a differentiable function ff and a convex function gg we introduce descent methods which can be viewed as produced by inexact auxiliary problem principleor inexact variable metric forward-backward algorithm. Assuming that the global objective function satisfies the Kurdyka-Lojasiewicz inequalitywe prove the convergence of the proposed algorithm weakening assumptions found in previous works.

Keywords

Cite

@article{arxiv.1508.02994,
  title  = {Auxiliary problem principle and inexact variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function},
  author = {Jean-Philippe Chancelier},
  journal= {arXiv preprint arXiv:1508.02994},
  year   = {2016}
}

Comments

This paper has been withdrawn by the author due to crucial error in Lemma 4

R2 v1 2026-06-22T10:32:20.751Z