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FISTA is an automatic geometrically optimized algorithm for strongly convex functions
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | AUJOL, J-F | |
hal.structure.identifier | Institut de Mathématiques de Toulouse UMR5219 [IMT] | |
dc.contributor.author | DOSSAL, Charles | |
hal.structure.identifier | Institut de Mathématiques de Toulouse UMR5219 [IMT] | |
dc.contributor.author | RONDEPIERRE, Aude | |
dc.date.accessioned | 2024-04-04T02:43:17Z | |
dc.date.available | 2024-04-04T02:43:17Z | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191320 | |
dc.description.abstractEn | 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 FISTA is known to have a polynomial asymptotical convergence rate while FB is exponential. We provide a simple rule to tune the α parameter within the FISTA algorithm to reach an ε-solution with an optimal number of iterations. These new results highlight the efficiency of FISTA algorithms, and they rely on new non asymptotic bounds for FISTA. | |
dc.language.iso | en | |
dc.subject.en | Nesterov acceleration | |
dc.subject.en | ODE | |
dc.subject.en | first order scheme | |
dc.subject.en | optimization | |
dc.title.en | FISTA is an automatic geometrically optimized algorithm for strongly convex functions | |
dc.type | Document de travail - Pré-publication | |
dc.subject.hal | Informatique [cs]/Traitement des images | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
hal.identifier | hal-03491527 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-03491527v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=AUJOL,%20J-F&DOSSAL,%20Charles&RONDEPIERRE,%20Aude&rft.genre=preprint |
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