FISTA is an automatic geometrically optimized algorithm for strongly convex functions

In this work, we are interested in the famous FISTA algorithm. We show that FISTA is an automatic geometrically optimized algorithm for functions satisfying a quadratic growth assumption. This explains why FISTA works better than the standard Forward-Backward algorithm (FB) in such a case, although...

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Bibliographic Details
Published in:	Mathematical programming Vol. 204; no. 1-2; pp. 449 - 491
Main Authors:	Aujol, J.-F., Dossal, Ch, Rondepierre, A.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2024 Springer
Subjects:	Algorithms Calculus of Variations and Optimal Control; Optimization Combinatorics Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Theoretical ODE 90C30 First order scheme 90C25 Nesterov acceleration 65K10 Optimization
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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