An Inertial Proximal-Gradient Penalization Scheme for Constrained Convex Optimization Problems
An Inertial Proximal-Gradient Penalization Scheme for Constrained Convex Optimization Problems
We propose a proximal-gradient algorithm with penalization terms and inertial and memory effects for minimizing the sum of a proper, convex, and lower semicontinuous and a convex differentiable function subject to the set of minimizers of another convex differentiable function. We show that, under suitable choices for the step sizes …