Convergence rate of a relaxed inertial proximal algorithm for convex minimization

Abstract : In a Hilbert space setting, the authors recently introduced a general class of relaxed inertial proximal algorithms that aim at solving monotone inclusions. In this paper, we specialize this study in the case of non-smooth convex minimization problems. We obtain convergence rates for the values which have similarities with the results based on the Nesterov accelerated gradient method. The joint adjustment of inertia, relaxation and proximal terms plays a central role. In doing so, we put to the fore inertial proximal algorithms that converge for general monotone inclusions, and which, in the case of convex minimization, give fast convergence rates of the values in the worst case.
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Pré-publication, Document de travail
2018
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https://hal.archives-ouvertes.fr/hal-01807041
Contributeur : Alexandre Cabot <>
Soumis le : lundi 4 juin 2018 - 13:14:00
Dernière modification le : lundi 11 juin 2018 - 16:47:18

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RIPA-Convex, May 24, 2018-FINA...
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  • HAL Id : hal-01807041, version 1

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Hedy Attouch, Alexandre Cabot. Convergence rate of a relaxed inertial proximal algorithm for convex minimization. 2018. 〈hal-01807041〉

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