ABSTRACT
In this paper, we propose an inertial proximal splitting method for solving the non-convex optimization problem, and the new method employs the idea of inertial proximal point to improve the computational efficiency. Based on the assumptions that the sequence generated by the new method is bounded and the auxiliary function satisfies the Kurdyka–Łojasiewicz property, the global convergence analysis with a more relaxed parameter range is proved for the proposed method. Moreover, some numerical results on SCAD, image processing and robust PCA non-convex problems are tested to demonstrate the effectiveness and superiority of the proposed method.
Acknowledgments
The authors wish to thank the Editor-in-Chief Prof. Christiane Tammer and the anonymous referees for providing their valuable suggestions, which have significantly improved the quality of our paper.
Disclosure statement
No potential conflict of interest was reported by the author(s).