"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