English

"FISTA" in Banach spaces with adaptive discretisations

Optimization and Control 2022-10-06 v3

Abstract

FISTA is a popular convex optimisation algorithm which is known to converge at an optimal rate whenever a minimiser is contained in a suitable Hilbert space. We propose a modified algorithm where each iteration is performed in a subset which is allowed to change at every iteration. Sufficient conditions are provided for guaranteed convergence, although at a reduced rate depending on the conditioning of the specific problem. These conditions have a natural interpretation when a minimiser exists in an underlying Banach space. Typical examples are L1-penalised reconstructions where we provide detailed theoretical and numerical analysis.

Keywords

Cite

@article{arxiv.2101.09175,
  title  = {"FISTA" in Banach spaces with adaptive discretisations},
  author = {Antonin Chambolle and Robert Tovey},
  journal= {arXiv preprint arXiv:2101.09175},
  year   = {2022}
}

Comments

Accepted version