FISTA is an automatic geometrically optimized algorithm for strongly convex functions
Langue
en
Document de travail - Pré-publication
Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
Nesterov acceleration
ODE
first order scheme
optimization