Stability of over-relaxations for the Forward-Backward algorithm, application to FISTA
Langue
en
Article de revue
Ce document a été publié dans
SIAM Journal on Optimization. 2015-06-12p. www
Society for Industrial and Applied Mathematics
Résumé en anglais
This paper is concerned with the convergence of over-relaxations of FB algorithm (in particular FISTA), in the case when proximal maps and/or gradients are computed with a possible error. We show that provided these errors ...Lire la suite >
Mots clés en anglais
Convex analysis
proximal operator
FISTA
FB
over-relaxation.