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A fast iterative shrinkage-thresholding algorithm with application to . . . (2009)
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@MISC{Beck09afast,
author = {Amir Beck and Marc Teboulle},
title = {A fast iterative shrinkage-thresholding algorithm with application to . . . },
year = {2009}
}
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Abstract
We consider the class of Iterative Shrinkage-Thresholding Algorithms (ISTA) for solving linear inverse problems arising in signal/image processing. This class of methods is attractive due to its simplicity, however, they are also known to converge quite slowly. In this paper we present a Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) which preserves the computational simplicity of ISTA, but with a global rate of convergence which is proven to be significantly better, both theoretically and practically. Initial promising numerical results for wavelet-based image deblurring demonstrate the capabilities of FISTA.
