FISTA restart using an automatic estimation of the growth parameter - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2021

FISTA restart using an automatic estimation of the growth parameter

Résumé

In this paper, we propose a novel restart scheme for FISTA (Fast Iterative Shrinking-Threshold Algorithm). This method which is a generalization of Nesterov's accelerated gradient algorithm is widely used in the field of large convex optimization problems and it provides fast convergence results under a strong convexity assumption. These convergence rates can be extended for weaker hypotheses such as the \L{}ojasiewicz property but it requires prior knowledge on the function of interest. In particular, most of the schemes providing a fast convergence for non-strongly convex functions satisfying a quadratic growth condition involve the growth parameter which is generally not known. Recent works by Alamo et al. show that restarting FISTA could ensure a fast convergence for this class of functions without requiring any geometry parameter. We improve these restart schemes by providing a better asymptotical convergence rate and by requiring a lower computation cost. We present numerical results emphasizing that our method is efficient especially in terms of computation time.
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Dates et versions

hal-03153525 , version 1 (26-02-2021)
hal-03153525 , version 2 (10-11-2021)
hal-03153525 , version 3 (22-11-2021)
hal-03153525 , version 4 (24-05-2022)

Identifiants

  • HAL Id : hal-03153525 , version 1

Citer

Jean-François Aujol, Charles H Dossal, Hippolyte Labarrière, Aude Rondepierre. FISTA restart using an automatic estimation of the growth parameter. 2021. ⟨hal-03153525v1⟩
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