Composite Convex optimization problem

Inertial forward-backward methods with subgradient-based corrections

  • Milan Barik
  • Suvendu Ranjan Pattanaik
    • Categories Convex and Nonsmooth Optimization, Convex Optimization, Nonsmooth Optimization Tags , , ,

    Shi et al. \cite{shi2022understanding} propose acceleration methods to solve smooth convex optimization problems. In our work, we focus on the general unconstrained composite non-smooth convex optimization problem. We provide an inertial forward-backward algorithm with subgradient correction, derived through time discretization of the ODE, as studied by Shi et al. We achieve the rate of convergence … Read more