Pré-Publication, Document De Travail Année : 2010

Proximal Algorithm Meets a Conjugate descent

Résumé

An extansion of the non linear conjugate gradient algorithm is proposed for some non smooth problems. We extend some results of descent algorithm in the smooth case for convex non smooth functions. We then construct a conjugate descente algorithm based on the proximity operator to obtain a descent direction. Analysis of convergence of this algorithme is provided.

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Dates et versions

hal-00505733 , version 1 (26-07-2010)
hal-00505733 , version 2 (13-12-2010)
hal-00505733 , version 3 (26-09-2011)

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  • HAL Id : hal-00505733 , version 1

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Matthieu Kowalski. Proximal Algorithm Meets a Conjugate descent. 2010. ⟨hal-00505733v1⟩
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