An Inertial Tseng’s Type Proximal Algorithm for Nonsmooth and Nonconvex Optimization Problems

We investigate the convergence of a forward–backward–forward proximal‐type algorithm with inertial and memory effects when minimizing the sum of a nonsmooth function with a smooth one in the absence of convexity. The convergence is obtained provided an appropriate regularization of the objective satisfies the Kurdyka–Łojasiewicz inequality, which is for instance fulfilled for semi‐algebraic functions.