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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

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

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

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 "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

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

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

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

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

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 "Inertial Forward-Backward algorithm" (IFB) is a powerful tool for convex nonsmooth minimization problems, it gives the well known "fast iterative shrinkage-thresholding algorithm " (FISTA), which enjoys $O\left( {\frac{1}{{{k^2}}}}…

Optimization and Control · Mathematics 2022-02-25 Hongwei Liu , Ting Wang , Zexian Liu

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg

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

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

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

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

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 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

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

We consider a combined restarting and adaptive backtracking strategy for the popular Fast Iterative Shrinking-Thresholding Algorithm frequently employed for accelerating the convergence speed of large-scale structured convex optimization…

Optimization and Control · Mathematics 2023-07-27 Jean-François Aujol , Luca Calatroni , Charles Dossal , Hippolyte Labarrière , Aude Rondepierre
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