On an iteratively reweighted linesearch based algorithm for nonconvex composite optimization

Abstract

In this paper we propose a new algorithm for solving a class of nonsmooth nonconvex problems, which is obtained by combining the iteratively reweighted scheme with a finite number of forward–backward iterations based on a linesearch procedure. The new method overcomes some limitations of linesearch forward–backward methods, since it can be applied also to minimize functions containing terms that are both nonsmooth and nonconvex. Moreover, the combined scheme can take advantage of acceleration techniques consisting in suitable selection rules for the algorithm parameters. We develop the convergence analysis of the new method within the framework of the Kurdyka–Łojasiewicz property. Finally, we present the results of a numerical experience on microscopy image super resolution, showing that the performances of our method are comparable or superior to those of other algorithms designed for this specific application.