Local Linear Convergence of ISTA and FISTA on the LASSO Problem
From MaRDI portal
Publication:2954397
DOI10.1137/151004549zbMath1358.90101arXiv1501.02888OpenAlexW1495241813MaRDI QIDQ2954397
Shaozhe Tao, Shu-Zhong Zhang, Daniel L. Boley
Publication date: 13 January 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.02888
Numerical mathematical programming methods (65K05) Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
Accelerating \(\ell^1\)-\(\ell^2\) deblurring using wavelet expansions of operators ⋮ Sensitivity Analysis for Mirror-Stratifiable Convex Functions ⋮ Iterative positive thresholding algorithm for non-negative sparse optimization ⋮ Quadratic growth conditions and uniqueness of optimal solution to Lasso ⋮ ``FISTA in Banach spaces with adaptive discretisations ⋮ Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems ⋮ A wonderful triangle in compressed sensing ⋮ Local linear convergence of proximal coordinate descent algorithm ⋮ Activity Identification and Local Linear Convergence of Forward--Backward-type Methods ⋮ A generic online acceleration scheme for optimization algorithms via relaxation and inertia ⋮ Sparse approximate reconstruction decomposed by two optimization problems ⋮ Local linear convergence analysis of Primal–Dual splitting methods ⋮ Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions ⋮ Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems ⋮ On the linear convergence of forward-backward splitting method. I: Convergence analysis ⋮ Evaluating visual properties via robust HodgeRank ⋮ An improved linear convergence of FISTA for the LASSO problem with application to CT image reconstruction ⋮ Backtracking Strategies for Accelerated Descent Methods with Smooth Composite Objectives ⋮ Robust reservoir rock fracture recognition based on a new sparse feature learning and data training method ⋮ Some modified fast iterative shrinkage thresholding algorithms with a new adaptive non-monotone stepsize strategy for nonsmooth and convex minimization problems ⋮ A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration ⋮ Perturbation techniques for convergence analysis of proximal gradient method and other first-order algorithms via variational analysis
