ANOTHER LOOK AT THE FAST ITERATIVE SHRINKAGE/THRESHOLDING ALGORITHM (FISTA)

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dc.contributor.authorKim, Donghwanko
dc.contributor.authorFessler, Jeffrey A.ko
dc.date.accessioned2018-09-18T05:53:28Z-
dc.date.available2018-09-18T05:53:28Z-
dc.date.created2018-08-21-
dc.date.created2018-08-21-
dc.date.issued2018-
dc.identifier.citationSIAM JOURNAL ON OPTIMIZATION, v.28, no.1, pp.223 - 250-
dc.identifier.issn1052-6234-
dc.identifier.urihttp://hdl.handle.net/10203/245442-
dc.description.abstractThis paper provides a new way of developing the fast iterative shrinkage/thresholding algorithm (FISTA) [A. Beck and M. Teboulle, SIAM T. Imaging Sci., 2 (2009), pp. 183-202] that is widely used for minimizing composite convex functions with a nonsmooth term such as the l(1) regularizer. In particular, this paper shows that FISTA corresponds to an optimized approach to accelerating the proximal gradient method with respect to a worst-case bound of the cost function. This paper then proposes a new algorithm that is derived by instead optimizing the step coefficients of the proximal gradient method with respect to a worst-case bound of the composite gradient mapping. The proof is based on the worst-case analysis called the performance estimation problem in [Y. Drori and M. Teboulle, Math. Program., 145 (2014), pp. 451-482].-
dc.languageEnglish-
dc.publisherSIAM PUBLICATIONS-
dc.subjectLINEAR INVERSE PROBLEMS-
dc.subjectWORST-CASE PERFORMANCE-
dc.subject1ST-ORDER METHODS-
dc.subjectCONVEX-OPTIMIZATION-
dc.subjectTHRESHOLDING ALGORITHM-
dc.subjectGRADIENT-METHOD-
dc.subjectMINIMIZATION-
dc.subjectCONVERGENCE-
dc.titleANOTHER LOOK AT THE FAST ITERATIVE SHRINKAGE/THRESHOLDING ALGORITHM (FISTA)-
dc.typeArticle-
dc.identifier.wosid000424527900009-
dc.identifier.scopusid2-s2.0-85049686873-
dc.type.rimsART-
dc.citation.volume28-
dc.citation.issue1-
dc.citation.beginningpage223-
dc.citation.endingpage250-
dc.citation.publicationnameSIAM JOURNAL ON OPTIMIZATION-
dc.identifier.doi10.1137/16M108940X-
dc.contributor.localauthorKim, Donghwan-
dc.contributor.nonIdAuthorFessler, Jeffrey A.-
dc.description.isOpenAccessN-
dc.type.journalArticleArticle-
dc.subject.keywordAuthorfirst-order algorithms-
dc.subject.keywordAuthorproximal gradient methods-
dc.subject.keywordAuthorconvex minimization-
dc.subject.keywordAuthorworst-case performance analysis-
dc.subject.keywordPlusLINEAR INVERSE PROBLEMS-
dc.subject.keywordPlusWORST-CASE PERFORMANCE-
dc.subject.keywordPlus1ST-ORDER METHODS-
dc.subject.keywordPlusCONVEX-OPTIMIZATION-
dc.subject.keywordPlusTHRESHOLDING ALGORITHM-
dc.subject.keywordPlusGRADIENT-METHOD-
dc.subject.keywordPlusMINIMIZATION-
dc.subject.keywordPlusCONVERGENCE-
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