Scalable nonconvex inexact proximal splitting

We study large-scale, nonsmooth, nonconconvex optimization problems. In particular, we focus on nonconvex problems with \emph{composite} objectives. This class of problems includes the extensively studied convex, composite objective problems as a special case. To tackle composite nonconvex problems, we introduce a powerful new framework based on asymptotically \emph{nonvanishing} errors, avoiding the common convenient assumption of eventually vanishing errors. Within our framework we derive both batch and incremental nonconvex proximal splitting algorithms.