FISTA is an automatic geometrically optimized algorithm for strongly convex functions

DOI10.1007/S10107-023-01960-6MaRDI QIDQ6120847zbMATH OpenOpenAlexFDO

Authors Jean-François Aujol, Charles Dossal, Aude Rondepierre

Publication date 21 February 2024

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-023-01960-6

zbMATH Keywords

first order schemeNesterov accelerationODEoptimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30)

Recommendations

• Another look at the fast iterative shrinkage/thresholding algorithm (FISTA)
• Applying FISTA to optimization problems (with or) without minimizers
• ``FISTA in Banach spaces with adaptive discretisations
• Parameter-free FISTA by adaptive restart and backtracking
• Improving ``fast iterative shrinkage-thresholding algorithm: faster, smarter, and greedier

Cites work

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• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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• Adaptive restart of accelerated gradient methods under local quadratic growth condition
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• Gradient methods for minimizing composite functions
• scientific article; zbMATH DE number 3850830 (Why is no real title available?)
• scientific article; zbMATH DE number 3371284 (Why is no real title available?)
• iPiasco: inertial proximal algorithm for strongly convex optimization
• Linear convergence of first order methods for non-strongly convex optimization
• On semi- and subanalytic geometry
• On the convergence of the iterates of the ``fast iterative shrinkage/thresholding algorithm
• Optimal convergence rates for Nesterov acceleration

Cited in

(4)

• Parameter-free FISTA by adaptive restart and backtracking
• Universal subgradient and proximal bundle methods for convex and strongly convex hybrid composite optimization
• Accelerated forward-backward algorithms with subgradient corrections
• FISTA restart using an automatic estimation of the growth parameter

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