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hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorAUJOL, J-F
hal.structure.identifierInstitut de Mathématiques de Toulouse UMR5219 [IMT]
dc.contributor.authorDOSSAL, Charles
hal.structure.identifierInstitut de Mathématiques de Toulouse UMR5219 [IMT]
dc.contributor.authorRONDEPIERRE, Aude
dc.date.accessioned2024-04-04T02:43:17Z
dc.date.available2024-04-04T02:43:17Z
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191320
dc.description.abstractEnIn 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.isoen
dc.subject.enNesterov acceleration
dc.subject.enODE
dc.subject.enfirst order scheme
dc.subject.enoptimization
dc.title.enFISTA is an automatic geometrically optimized algorithm for strongly convex functions
dc.typeDocument de travail - Pré-publication
dc.subject.halInformatique [cs]/Traitement des images
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
hal.identifierhal-03491527
hal.version1
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-03491527v1
bordeaux.COinSctx_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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