• Journal of the Chungcheong Mathematical Society
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• v.37 no.1
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• pp.41-55
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• 2024

The nonconvex and nonsmooth optimization problem has been widely applicable in image processing and machine learning. In this paper, we propose an extension of the proximal iteratively reweighted ℓ₁ algorithm for nonconvex and nonsmooth minmization problem. We assume the co-coerciveness of a term of objective function instead of Lipschitz gradient condition, which is generalized property of Lipschitz continuity. We prove the global convergence of the proposed algorithm. Numerical results show that the proposed algorithm converges faster than original proximal iteratively reweighed algorithm and existing algorithms.