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Pré-Publication, Document De Travail Année : 2018

Convergence rate of a relaxed inertial proximal algorithm for convex minimization

Résumé

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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Dates et versions

hal-01807041 , version 1 (04-06-2018)

Identifiants

  • HAL Id : hal-01807041 , version 1

Citer

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