Convergence rate of inertial Forward-Backward algorithm beyond Nesterov's rule
Langue
en
Article de revue
Ce document a été publié dans
Mathematical Programming, Series A. 2018-11-12p. 1–20
Springer
Résumé en anglais
In this paper we study the convergence of an Inertial Forward-Backward algorithm, with a particular choice of an over-relaxation term. In particular we show that for a sequence of overrrelaxation parameters, that do not ...Lire la suite >
Mots clés en anglais
Convex optimization
proximal operator
inertial FB algorithm
Nesterov’s rule
rate of convergence
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