On the Convergence of the Iterative Shrinkage/Thresholding Algorithm With a Weakly Convex Penalty

We consider the iterative shrinkage/thresholding algorithm (ISTA) applied to a cost function composed of a data fidelity term and a penalty term. The penalty is nonconvex but the concavity of the penalty is accounted for by the data fidelity term so that the overall cost function is convex. We provi...

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Bibliographic Details

Published in:	IEEE transactions on signal processing Vol. 64; no. 6; pp. 1597 - 1608
Main Author:	Bayram, Ilker
Format:	Journal Article
Language:	English
Published:	New York IEEE 15.03.2016 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Acceleration Convergence Convex functions Cost function Forward backward splitting Iterative algorithms iterative shrinkage/thresholding majorization minimization Minimization Signal processing algorithms weakly convex
ISSN:	1053-587X, 1941-0476
Online Access:	Get full text
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