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...

Full description

Saved in:

Bibliographic Details
Published in:	Journal of optimization theory and applications Vol. 166; no. 3; pp. 968 - 982
Main Authors:	Chambolle, A., Dossal, Ch
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.09.2015 Springer Nature B.V
Subjects:	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 Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!