Backtracking strategies for accelerated descent methods with smooth composite objectives - Archive ouverte HAL
Article Dans Une Revue SIAM Journal on Optimization Année : 2019

Backtracking strategies for accelerated descent methods with smooth composite objectives

Résumé

We present and analyse a backtracking strategy for a general Fast Iterative Shrink-age/Thresholding Algorithm which has been recently proposed in [11] for strongly convex objective functions. Differently from classical Armijo-type line searching, our backtracking rule allows for local increase and decrease of the Lipschitz constant estimate along the iterations. For such strategy accelerated convergence rates are proved and numerical results are shown for some exemplar imaging problems.
Fichier principal
Vignette du fichier
paper_FISTA_bt.pdf (710.43 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01596103 , version 1 (27-09-2017)

Identifiants

  • HAL Id : hal-01596103 , version 1

Citer

Luca Calatroni, Antonin Chambolle. Backtracking strategies for accelerated descent methods with smooth composite objectives. SIAM Journal on Optimization, 2019, 29 (3), pp.1772--1798. ⟨hal-01596103⟩
382 Consultations
974 Téléchargements

Partager

More