DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Donghwan | ko |
dc.contributor.author | Fessler, Jeffrey A. | ko |
dc.date.accessioned | 2018-09-18T05:53:28Z | - |
dc.date.available | 2018-09-18T05:53:28Z | - |
dc.date.created | 2018-08-21 | - |
dc.date.created | 2018-08-21 | - |
dc.date.issued | 2018 | - |
dc.identifier.citation | SIAM JOURNAL ON OPTIMIZATION, v.28, no.1, pp.223 - 250 | - |
dc.identifier.issn | 1052-6234 | - |
dc.identifier.uri | http://hdl.handle.net/10203/245442 | - |
dc.description.abstract | This paper provides a new way of developing the fast iterative shrinkage/thresholding algorithm (FISTA) [A. Beck and M. Teboulle, SIAM T. Imaging Sci., 2 (2009), pp. 183-202] that is widely used for minimizing composite convex functions with a nonsmooth term such as the l(1) regularizer. In particular, this paper shows that FISTA corresponds to an optimized approach to accelerating the proximal gradient method with respect to a worst-case bound of the cost function. This paper then proposes a new algorithm that is derived by instead optimizing the step coefficients of the proximal gradient method with respect to a worst-case bound of the composite gradient mapping. The proof is based on the worst-case analysis called the performance estimation problem in [Y. Drori and M. Teboulle, Math. Program., 145 (2014), pp. 451-482]. | - |
dc.language | English | - |
dc.publisher | SIAM PUBLICATIONS | - |
dc.subject | LINEAR INVERSE PROBLEMS | - |
dc.subject | WORST-CASE PERFORMANCE | - |
dc.subject | 1ST-ORDER METHODS | - |
dc.subject | CONVEX-OPTIMIZATION | - |
dc.subject | THRESHOLDING ALGORITHM | - |
dc.subject | GRADIENT-METHOD | - |
dc.subject | MINIMIZATION | - |
dc.subject | CONVERGENCE | - |
dc.title | ANOTHER LOOK AT THE FAST ITERATIVE SHRINKAGE/THRESHOLDING ALGORITHM (FISTA) | - |
dc.type | Article | - |
dc.identifier.wosid | 000424527900009 | - |
dc.identifier.scopusid | 2-s2.0-85049686873 | - |
dc.type.rims | ART | - |
dc.citation.volume | 28 | - |
dc.citation.issue | 1 | - |
dc.citation.beginningpage | 223 | - |
dc.citation.endingpage | 250 | - |
dc.citation.publicationname | SIAM JOURNAL ON OPTIMIZATION | - |
dc.identifier.doi | 10.1137/16M108940X | - |
dc.contributor.localauthor | Kim, Donghwan | - |
dc.contributor.nonIdAuthor | Fessler, Jeffrey A. | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | first-order algorithms | - |
dc.subject.keywordAuthor | proximal gradient methods | - |
dc.subject.keywordAuthor | convex minimization | - |
dc.subject.keywordAuthor | worst-case performance analysis | - |
dc.subject.keywordPlus | LINEAR INVERSE PROBLEMS | - |
dc.subject.keywordPlus | WORST-CASE PERFORMANCE | - |
dc.subject.keywordPlus | 1ST-ORDER METHODS | - |
dc.subject.keywordPlus | CONVEX-OPTIMIZATION | - |
dc.subject.keywordPlus | THRESHOLDING ALGORITHM | - |
dc.subject.keywordPlus | GRADIENT-METHOD | - |
dc.subject.keywordPlus | MINIMIZATION | - |
dc.subject.keywordPlus | CONVERGENCE | - |
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