{ "id": "1606.09070", "version": "v1", "published": "2016-06-29T13:00:00.000Z", "updated": "2016-06-29T13:00:00.000Z", "title": "Local Convergence of the Heavy-ball Method and iPiano for Non-convex Optimization", "authors": [ "Peter Ochs" ], "categories": [ "math.OC" ], "abstract": "A local convergence result for abstract descent methods is proved. The sequence of iterates is attracted by a local (or global) minimum, stays in its neighborhood and converges. This result allows algorithms to exploit local properties of the objective function: The gradient of the Moreau envelope of a prox-regular functions is locally Lipschitz continuous and expressible in terms of the proximal mapping. We apply these results to establish relations between an inertial forward--backward splitting method (iPiano) and inertial averaged/alternating proximal minimization.", "revisions": [ { "version": "v1", "updated": "2016-06-29T13:00:00.000Z" } ], "analyses": { "subjects": [ "90C26", "90C30", "65K05" ], "keywords": [ "non-convex optimization", "heavy-ball method", "local convergence result", "abstract descent methods", "inertial averaged/alternating proximal minimization" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }