A FISTA-Type First Order Algorithm on Composite Optimization Problems that is Adaptable to the Convex Situation
Optimization and Control
2020-08-25 v1
Abstract
In this note, we propose a FISTA-type first order algorithm, VAR-FISTA, to solve a composite optimization problem. A distinctive feature of VAR-FISTA is its ability to exploit the convexity of the function in the problem, resulting in an improved iteration complexity when the function is convex compared to when it is nonconvex. The iteration complexity result for the convex and nonconvex case obtained in the note are compatible to the best known in the literature so far.
Cite
@article{arxiv.2008.09911,
title = {A FISTA-Type First Order Algorithm on Composite Optimization Problems that is Adaptable to the Convex Situation},
author = {Chee-Khian Sim},
journal= {arXiv preprint arXiv:2008.09911},
year = {2020}
}
Comments
13 pages, no figures