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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

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

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

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

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

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

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

In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…

Optimization and Control · Mathematics 2025-07-22 Raghu Bollapragada , Shagun Gupta

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

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

Many descent algorithms for multiobjective optimization have been developed in the last two decades. Tanabe et al. (Comput Optim Appl 72(2):339--361, 2019) proposed a proximal gradient method for multiobjective optimization, which can solve…

Optimization and Control · Mathematics 2022-04-11 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

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 this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each…

Machine Learning · Statistics 2014-06-19 Ziming Zhang , Venkatesh Saligrama

In this paper, we propose a fast proximal gradient algorithm for multiobjective optimization, it is proved that the convergence rate of the accelerated algorithm for multiobjective optimization developed by Tanabe et al. can be improved…

Optimization and Control · Mathematics 2023-12-13 Jie Zhang , Xinmin Yang

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 "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

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary

In this work, based on the continuous time approach, we propose an accelerated gradient method with adaptive residual restart for convex multiobjective optimization problems. For the first, we derive rigorously the continuous limit of the…

Optimization and Control · Mathematics 2025-02-06 Hao Luo , Liping Tang , Xinmin Yang
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