Linearly-convergent FISTA variant for composite optimization with duality

DOI10.1007/s10915-023-02101-zzbMath1519.90169arXiv2107.08281MaRDI QIDQ6101606

Shu-Zhong Zhang, Casey Garner

Publication date: 20 June 2023

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.08281

zbMATH Keywords

Fenchel dualitygroup Lassocomposite optimizationaccelerated first-order algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10)

Cites Work

• Unnamed Item
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Gradient methods for minimizing composite functions
• On the linear convergence of the alternating direction method of multipliers
• A tutorial on geometric programming
• A cyclic projection algorithm via duality
• Asymptotic properties of the Fenchel dual functional and applications to decomposition problems
• A unified approach to error bounds for structured convex optimization problems
• A parallel descent algorithm for convex programming
• A Gauss-Newton method for convex composite optimization
• An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
• Efficiency of minimizing compositions of convex functions and smooth maps
• Linearly convergent away-step conditional gradient for non-strongly convex functions
• Efficient block-coordinate descent algorithms for the group Lasso
• Linear convergence of first order methods for non-strongly convex optimization
• Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization
• The Group Lasso for Logistic Regression
• A Parallel Algorithm for a Class of Convex Programs
• An Accelerated Composite Gradient Method for Large-Scale Composite Objective Problems
• Katyusha: the first direct acceleration of stochastic gradient methods
• A Generalized Accelerated Composite Gradient Method: Uniting Nesterov's Fast Gradient Method and FISTA
• Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods
• Backtracking Strategies for Accelerated Descent Methods with Smooth Composite Objectives
• Model Selection and Estimation in Regression with Grouped Variables
• Convex Analysis
• An introduction to continuous optimization for imaging
• Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization