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zbMATH Open
Article . 2022
Data sources: zbMATH Open
SIAM Journal on Scientific Computing
Article . 2022 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2018
License: arXiv Non-Exclusive Distribution
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Improving “Fast Iterative Shrinkage-Thresholding Algorithm”: Faster, Smarter, and Greedier

Improving ``fast iterative shrinkage-thresholding algorithm'': faster, smarter, and greedier
Authors: Liang, Jingwei; Luo, Tao; Schönlieb, Carola-Bibiane;

Improving “Fast Iterative Shrinkage-Thresholding Algorithm”: Faster, Smarter, and Greedier

Abstract

The "fast iterative shrinkage-thresholding algorithm", a.k.a. FISTA, is one of the most well-known first-order optimisation scheme in the literature, as it achieves the worst-case $O(1/k^2)$ optimal convergence rate in terms of objective function value. However, despite such an optimal theoretical convergence rate, in practice the (local) oscillatory behaviour of FISTA often damps its efficiency. Over the past years, various efforts are made in the literature to improve the practical performance of FISTA, such as monotone FISTA, restarting FISTA and backtracking strategies. In this paper, we propose a simple yet effective modification to the original FISTA scheme which has two advantages: it allows us to 1) prove the convergence of generated sequence; 2) design a so-called "lazy-start" strategy which can up to an order faster than the original scheme. Moreover, by exploring the properties of FISTA scheme, we propose novel adaptive and greedy strategies which probes the limit of the algorithm. The advantages of the proposed schemes are tested through problems arising from inverse problem, machine learning and signal/image processing.

correct proof of one lemma

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Keywords

Convex programming, fast iterative shrinkage-thresholding algorithm (FISTA), Numerical mathematical programming methods, Optimization and Control (math.OC), adaptive and greedy acceleration, Sensitivity, stability, parametric optimization, FOS: Mathematics, inertial forward-backward, lazy-start strategy, Mathematics - Optimization and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
29
Top 10%
Top 10%
Top 10%
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