1. Convergence rates for an inertial algorithm of gradient type associated to a smooth non-convex minimization
- Author
-
Szilárd László
- Subjects
021103 operations research ,General Mathematics ,Numerical analysis ,0211 other engineering and technologies ,Regular polygon ,010103 numerical & computational mathematics ,02 engineering and technology ,01 natural sciences ,Regularization (mathematics) ,Critical point (mathematics) ,Convex optimization ,Minification ,Differentiable function ,0101 mathematics ,Gradient method ,Algorithm ,Software ,Mathematics - Abstract
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.
- Published
- 2020