Local Linear Convergence of ISTA and FISTA on the LASSO Problem

DOI10.1137/151004549zbMath1358.90101arXiv1501.02888MaRDI QIDQ2954397

Shu-Zhong Zhang, Daniel L. Boley, Shaozhe Tao

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

zbMATH Keywords

linear convergence; LASSO; first-order algorithms; local convergence analysis

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming