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 and a convex function 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.
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This paper has been withdrawn by the author due to crucial error in Lemma 4