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This paper presents a multilevel framework for inertial and inexact proximal algorithms, that encompasses multilevel versions of classical algorithms such as forward-backward and FISTA. The methods are supported by strong theoretical…

Optimization and Control · Mathematics 2024-04-03 Guillaume Lauga , Elisa Riccietti , Nelly Pustelnik , Paulo Gonçalves

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

Robust high-dimensional data processing has witnessed an exciting development in recent years, as theoretical results have shown that it is possible using convex programming to optimize data fit to a low-rank component plus a sparse outlier…

Computer Vision and Pattern Recognition · Computer Science 2015-04-21 Jun He , Dejiao Zhang , Laura Balzano , Tao Tao

The problem of reconstructing an object from the measurements of the light it scatters is common in numerous imaging applications. While the most popular formulations of the problem are based on linearizing the object-light relationship,…

Computer Vision and Pattern Recognition · Computer Science 2017-12-15 Yanting Ma , Hassan Mansour , Dehong Liu , Petros T. Boufounos , Ulugbek S. Kamilov

The adaptive Iterative Soft-Thresholding Algorithm (ISTA) has been a popular algorithm for finding a desirable solution to the LASSO problem without explicitly tuning the regularization parameter $\lambda$. Despite that the adaptive ISTA is…

Machine Learning · Statistics 2025-07-04 Yining Feng , Ivan Selesnick

Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the recent field of compressed sensing is already quite immense. Inspired by…

Optimization and Control · Mathematics 2011-04-15 Stephen Becker , Jerome Bobin , Emmanuel Candes

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…

Machine Learning · Computer Science 2020-10-27 Yuhai Song , Zhong Cao , Kailun Wu , Ziang Yan , Changshui Zhang

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

The objective of this paper is to develop methods for solving image recovery problems subject to constraints on the solution. More precisely, we will be interested in problems which can be formulated as the minimization over a closed convex…

Optimization and Control · Mathematics 2012-12-12 Caroline Chaux , Jean-Christophe Pesquet , Nelly Pustelnik

A problem of great interest in optimization is to minimize a sum of two closed, proper, and convex functions where one is smooth and the other has a computationally inexpensive proximal operator. In this paper we analyze a family of…

Optimization and Control · Mathematics 2017-01-24 Patrick R. Johnstone , Pierre Moulin

In the framework of sparsity-enforcing regularisation for linear inverse problems, we consider the minimisation of a square-root Lasso cost function. To solve this problem we devise a simple modification (called SQRT-ISTA) of the Iterative…

Optimization and Control · Mathematics 2025-10-29 Patrizia Boccacci , Christine De Mol , Ignace Loris

We investigate two inertial forward-backward algorithms in connection with the minimization of the sum of a non-smooth and possibly non-convex and a non-convex differentiable function. The algorithms are formulated in the spirit of the…

Functional Analysis · Mathematics 2021-01-20 Szilárd Csaba László

In recent years, unfolding iterative algorithms as neural networks has become an empirical success in solving sparse recovery problems. However, its theoretical understanding is still immature, which prevents us from fully utilizing the…

Machine Learning · Computer Science 2018-11-06 Xiaohan Chen , Jialin Liu , Zhangyang Wang , Wotao Yin

In this paper, we conduct a theoretical and numerical study of the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) under strong convexity assumptions. We propose an autonomous Lyapunov function that reflects the strong convexity of…

Optimization and Control · Mathematics 2025-06-16 Luis M. Briceño-Arias

We propose an unrolled algorithm approach for learning spatially adaptive parameter maps in the framework of convolutional synthesis-based $\ell_1$ regularization. More precisely, we consider a family of pre-trained convolutional filters…

Machine Learning · Computer Science 2025-10-23 Andreas Kofler , Luca Calatroni , Christoph Kolbitsch , Kostas Papafitsoros

We propose a new fast algorithm for solving one of the standard formulations of image restoration and reconstruction which consists of an unconstrained optimization problem where the objective includes an $\ell_2$ data-fidelity term and a…

Optimization and Control · Mathematics 2015-05-14 Manya V. Afonso , José M. Bioucas-Dias , Mário A. T. Figueiredo

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

Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…

Numerical Analysis · Mathematics 2025-05-12 Abinash Nayak

This paper proposes a new backtracking strategy based on the FISTA accelerated algorithm for multiobjective optimization problems. The strategy focuses on solving the problem of Lipschitz constant being unknown. It allows estimate parameter…

Optimization and Control · Mathematics 2024-12-31 Chengzhi Huang , Jian Chen , Liping Tang

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…

Optimization and Control · Mathematics 2009-12-10 William Hager , Dzung Phan , Hongchao Zhang