Convergence rates for an inertial algorithm of gradient type associated to a smooth non-convex minimization

被引:0
|
作者
Szilárd Csaba László
机构
[1] Technical University of Cluj-Napoca,Department of Mathematics
来源
Mathematical Programming | 2021年 / 190卷
关键词
inertial algorithm; Non-convex optimization; Kurdyka–Łojasiewicz inequality; Convergence rate; Łojasiewicz exponent; 90C26; 90C30; 65K10;
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摘要
We investigate an inertial algorithm of gradient type in connection with the minimization of a non-convex differentiable function. The algorithm is formulated in the spirit of Nesterov’s accelerated convex gradient method. We prove some abstract convergence results which applied to our numerical scheme allow us to show that the generated sequences converge to a critical point of the objective function, provided a regularization of the objective function satisfies the Kurdyka–Łojasiewicz property. Further, we obtain convergence rates for the generated sequences and the objective function values formulated in terms of the Łojasiewicz exponent of a regularization of the objective function. Finally, some numerical experiments are presented in order to compare our numerical scheme and some algorithms well known in the literature.
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页码:285 / 329
页数:44
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