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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

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

This paper provides a new way of developing the fast iterative shrinkage/thresholding algorithm (FISTA) that is widely used for minimizing composite convex functions with a nonsmooth term such as the $\ell_1$ regularizer. In particular,…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

In this paper, we describe and establish iteration-complexity of two accelerated composite gradient (ACG) variants to solve a smooth nonconvex composite optimization problem whose objective function is the sum of a nonconvex differentiable…

Optimization and Control · Mathematics 2021-03-09 Jiaming Liang , Renato D. C. Monteiro , Chee-Khian Sim

In October 2025, research by Bo\c{t}, Fadili, and Nguyen, and by Jang and Ryu, led to the seminal result that Beck and Teboulle's FISTA converges weakly to a minimizer of the sum of two convex functions resolving a long-standing open…

Optimization and Control · Mathematics 2026-04-03 Sedi Bartz , Heinz H. Bauschke , Yuan Gao , Walaa M. Moursi

Beck and Teboulle's FISTA for finding the minimizer of the sum of two convex functions is one of the most important algorithms of the past decades. While function value convergence of the iterates was known, the actual convergence of the…

Optimization and Control · Mathematics 2026-03-03 Heinz H. Bauschke , Walaa M. Moursi

We propose a first order algorithm, a modified version of FISTA, to solve an optimization problem with an objective function that is a sum of a possibly nonconvex function, with Lipschitz continuous gradient, and a convex function which can…

Optimization and Control · Mathematics 2025-08-20 Chee-Khian Sim

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

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

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…

Optimization and Control · Mathematics 2020-08-25 Chee-Khian Sim

Many problems in science and engineering involve, as part of their solution process, the consideration of a separable function which is the sum of two convex functions, one of them possibly non-smooth. Recently a few works have discussed…

Optimization and Control · Mathematics 2017-03-06 Daniel Reem , Alvaro De Pierro

We consider a variable metric and inexact version of the FISTA-type algorithm considered in (Chambolle, Pock, 2016, Calatroni, Chambolle, 2019) for the minimization of the sum of two (possibly strongly) convex functions. The proposed…

Optimization and Control · Mathematics 2021-01-12 Simone Rebegoldi , Luca Calatroni

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

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

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

The accelerated composite optimization method FISTA (Beck, Teboulle 2009) is suboptimal by a constant factor, and we present a new method OptISTA that improves FISTA by a constant factor of 2. The performance estimation problem (PEP) has…

Optimization and Control · Mathematics 2026-02-17 Uijeong Jang , Shuvomoy Das Gupta , Ernest K. Ryu

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

Many large-scale optimization problems can be expressed as composite optimization models. Accelerated first-order methods such as the fast iterative shrinkage-thresholding algorithm (FISTA) have proven effective for numerous large composite…

Optimization and Control · Mathematics 2023-08-01 Casey Garner , Shuzhong Zhang

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

The most popular first-order accelerated black-box methods for solving large-scale convex optimization problems are the Fast Gradient Method (FGM) and the Fast Iterative Shrinkage Thresholding Algorithm (FISTA). FGM requires that the…

Optimization and Control · Mathematics 2021-09-29 Mihai I. Florea , Sergiy A. Vorobyov
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