Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems

31 Dec 2015Bo WenXiaojun ChenTing Kei Pong

In this paper, we study the proximal gradient algorithm with extrapolation for minimizing the sum of a Lipschitz differentiable function and a proper closed convex function. Under the error bound condition used in [19] for analyzing the convergence of the proximal gradient algorithm, we show that there exists a threshold such that if the extrapolation coefficients are chosen below this threshold, then the sequence generated converges $R$-linearly to a stationary point of the problem... (read more)

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