An inertial proximal splitting method with applications

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-Lojasiewicz 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.