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Inertial Proximal Alternating Linearized Minimization (iPALM) for Nonconvex and Nonsmooth Problems

Inertial Proximal Alternating Linearized Minimization (iPALM) for Nonconvex and Nonsmooth Problems

In this paper we study nonconvex and nonsmooth optimization problems with semialgebraic data, where the variables vector is split into several blocks of variables. The problem consists of one smooth function of the entire variables vector and the sum of nonsmooth functions for each block separately. We analyze an inertial …