On the Convergence of the Iterates of the “Fast Iterative Shrinkage/Thresholding Algorithm”

We discuss here the convergence of the iterates of the “Fast Iterative Shrinkage/Thresholding Algorithm,” which is an algorithm proposed by Beck and Teboulle for minimizing the sum of two convex, lower-semicontinuous, and proper functions (defined in a Euclidean or Hilbert space), such that one is d...

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Veröffentlicht in:	Journal of optimization theory and applications Jg. 166; H. 3; S. 968 - 982
Hauptverfasser:	Chambolle, A., Dossal, Ch
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York Springer US 01.09.2015 Springer Nature B.V
Schlagworte:	Algorithms Applications of Mathematics Calculus of Variations and Optimal Control; Optimization Construction Convergence Engineering Euclidean geometry Euclidean space Hilbert space Inverse Iterative methods Mathematical analysis Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Optimization algorithms Shrinkage Studies Theory of Computation 65B99 Forward backward splitting 90C25 Inertial algorithms 65Y20 Optimization First-order schemes Convergence
ISSN:	0022-3239, 1573-2878
Online-Zugang:	Volltext
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