On FISTA with a relative error rule

The fast iterative shrinkage/thresholding algorithm (FISTA) is one of the most popular first-order iterations for minimizing the sum of two convex functions. FISTA is known to improve the complexity of the classical proximal gradient method (PGM) from O ( k - 1 ) to the optimal complexity O ( k - 2...

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Bibliographic Details
Published in:	Computational optimization and applications Vol. 84; no. 2; pp. 295 - 318
Main Authors:	Bello-Cruz, Yunier, Gonçalves, Max L. N., Krislock, Nathan
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.03.2023 Springer Nature B.V
Subjects:	Algorithms Complexity Convex and Discrete Geometry Criteria Errors Iterative methods Management Science Mathematical analysis Mathematics Mathematics and Statistics Operations Research Operations Research/Decision Theory Optimization Statistics Inexact accelerated proximal gradient method Iteration complexity FISTA 47J22 90C25 49M27 Relative error rule 47H05 Nonsmooth and convex optimization problems Proximal gradient method
ISSN:	0926-6003, 1573-2894
Online Access:	Get full text
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