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The "fast iterative shrinkage-thresholding algorithm", a.k.a. FISTA, is one of the most well-known first-order optimisation scheme in the literature, as it achieves the worst-case $O(1/k^2)$ optimal convergence rate in terms of objective…

Optimization and Control · Mathematics 2021-01-21 Jingwei Liang , Tao Luo , Carola-Bibiane Schönlieb

The purpose of this technical report is to review the main properties of an accelerated composite gradient (ACG) method commonly referred to as the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA). In addition, we state a version of…

Optimization and Control · Mathematics 2021-07-06 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

The ``fast iterative shrinkage-thresholding algorithm'', a.k.a. FISTA, is one of the most widely used algorithms in the literature. However, despite its optimal theoretical $O(1/k^2)$ convergence rate guarantee, oftentimes in practice its…

Optimization and Control · Mathematics 2018-07-12 Jingwei Liang , Carola-Bibiane Schönlieb

One of the most popular and important first-order iterations that provides optimal complexity of the classical proximal gradient method (PGM) is the "Fast Iterative Shrinkage/Thresholding Algorithm" (FISTA). In this paper, two inexact…

Optimization and Control · Mathematics 2020-05-11 Yunier Bello-Cruz , Max L. N. Gonçalves , Nathan Krislock

This paper presents an accelerated proximal gradient method for multiobjective optimization, in which each objective function is the sum of a continuously differentiable, convex function and a closed, proper, convex function. Extending…

Optimization and Control · Mathematics 2023-06-08 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

Introduced by Beck and Teboulle, FISTA (for Fast Iterative Shrinkage-Thresholding Algorithm) is a first-order method widely used in convex optimization. Adapted from Nesterov's accelerated gradient method for convex functions, the generated…

Optimization and Control · Mathematics 2024-07-25 Jean-François Aujol , Charles Dossal , Hippolyte Labarrière , Aude Rondepierre

We consider the iterative shrinkage/thresholding algorithm (ISTA) applied to a cost function composed of a data fidelity term and a penalty term. The penalty is non-convex but the concavity of the penalty is accounted for by the data…

Optimization and Control · Mathematics 2016-04-20 Ilker Bayram

Accelerated proximal gradient methods, which are also called fast iterative shrinkage-thresholding algorithms (FISTA) are known to be efficient for many applications. Recently, Tanabe et al. proposed an extension of FISTA for multiobjective…

Optimization and Control · Mathematics 2023-06-02 Yuki Nishimura , Ellen H. Fukuda , Nobuo Yamashita

Convex-composite optimization, which minimizes an objective function represented by the sum of a differentiable function and a convex one, is widely used in machine learning and signal/image processing. Fast Iterative Shrinkage Thresholding…

Optimization and Control · Mathematics 2022-05-12 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

In this paper, we propose a novel accelerated forward-backward splitting algorithm for minimizing convex composite functions, written as the sum of a smooth function and a (possibly) nonsmooth function. When the objective function is…

Optimization and Control · Mathematics 2025-09-19 Kansei Ushiyama

In this paper we propose an adaptively extrapolated proximal gradient method, which is based on the accelerated proximal gradient method (also known as FISTA), however we locally optimize the extrapolation parameter by carrying out an exact…

Optimization and Control · Mathematics 2019-07-02 Peter Ochs , Thomas Pock

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…

Optimization and Control · Mathematics 2022-10-06 Antonin Chambolle , Robert Tovey

The fast iterative soft thresholding algorithm (FISTA) is used to solve convex regularized optimization problems in machine learning. Distributed implementations of the algorithm have become popular since they enable the analysis of large…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-25 Saeed Soori , Aditya Devarakonda , James Demmel , Mert Gurbuzbalaban , Maryam Mehri Dehnavi

The linear inverse problem emerges from various real-world applications such as Image deblurring, inpainting, etc., which are still thrust research areas for image quality improvement. In this paper, we have introduced a new algorithm…

Signal Processing · Electrical Eng. & Systems 2022-11-29 Avinash Kumar , Sujit Kumar Sahoo

Fast Iterative Shrinking-Threshold Algorithm (FISTA) is a popular fast gradient descent method (FGM) in the field of large scale convex optimization problems. However, it can exhibit undesirable periodic oscillatory behaviour in some…

Optimization and Control · Mathematics 2019-12-30 Teodoro Alamo , Pablo Krupa , Daniel Limon

Iterative shrinkage/thresholding algorithm (ISTA) is a well-studied method for finding sparse solutions to ill-posed inverse problems. In this letter, we present a data-driven scheme for learning optimal thresholding functions for ISTA. The…

Machine Learning · Computer Science 2016-05-04 Ulugbek S. Kamilov , Hassan Mansour

In this paper, we revisit the class of iterative shrinkage-thresholding algorithms (ISTA) for solving the linear inverse problem with sparse representation, which arises in signal and image processing. It is shown in the numerical…

Optimization and Control · Mathematics 2023-01-18 Bowen Li , Bin Shi , Ya-xiang Yuan

We develop and analyze stochastic variants of ISTA and a full backtracking FISTA algorithms [Beck and Teboulle, 2009, Scheinberg et al., 2014] for composite optimization without the assumption that stochastic gradient is an unbiased…

Optimization and Control · Mathematics 2025-02-14 Lam M. Nguyen , Katya Scheinberg , Trang H. Tran

For first-order smooth optimization, the research on the acceleration phenomenon has a long-time history. Until recently, the mechanism leading to acceleration was not successfully uncovered by the gradient correction term and its…

Optimization and Control · Mathematics 2022-11-04 Bowen Li , Bin Shi , Ya-xiang Yuan

Inverse problems are essential to imaging applications. In this paper, we propose a model-based deep learning network, named FISTA-Net, by combining the merits of interpretability and generality of the model-based Fast Iterative…

Image and Video Processing · Electrical Eng. & Systems 2021-01-26 Jinxi Xiang , Yonggui Dong , Yunjie Yang
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