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Pré-Publication, Document De Travail Année : 2010

Proximal Algorithm Meets a Conjugate descent

Matthieu Kowalski

Résumé

This paper proposes an enhancement of the non linear conjugate gradient algorithm for some non-smooth problems. We first extend some results of descent algorithms in the smooth case for convex non-smooth functions. We then construct a conjugate descent algorithm based on the proximity operator to obtain a descent direction. We finally provide a convergence analysis of this algorithm, even when the proximity operator must be computed by an iterative process.
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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 2

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Matthieu Kowalski. Proximal Algorithm Meets a Conjugate descent. 2010. ⟨hal-00505733v2⟩
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