Title
Robustifying FISTA via the infinity norm of its smooth component's gradient
Date Issued
01 November 2020
Access level
metadata only access
Resource Type
conference paper
Publisher(s)
IEEE Computer Society
Abstract
The FISTA is a well-known and fast procedure for solving optimization problems composed by the sum of two convex functions, i.e. F = f + g, such that ?f is L-Lipschitz continuous and g is possibly nonsmooth.FISTA's well-studied theoretical RoC (rate of convergence) is \mathcal{O}\left( {{k^{ - 2}}} \right); however, in the praxis, it depends on both, the extragradient rule and the step-size (SS) that estimates L. An ill-chosen SS (i.e. a large pre-defined constant), at worst, can force the objective to diverge; furthermore, some adaptive SS methods (i.e. line search, Cauchy, etc.) can slow down or force the objective to present an oscillatory behavior.In this work we present a simple add-on feature to robustify FISTA against an ill-chosen SS when F is the l1 regularized problem. It is based on modifying some entries of ?fk so as to \left\{ {{{\left\| {\nabla {f_k}} \right\|}_\infty }} \right\} is turned into a non-increasing sequence. Furthermore, tracking and limiting \left\{ {{{\left\| {\nabla {f_k}} \right\|}_\infty }} \right\} can be used (i) as an early warning method to avoid divergence k } and (ii) to allow larger or even consistently increasing SS sequences.Our computational results particularly target Convolutional Sparse Representations (CSR), where our method indeed boots FISTA's practical performance.
Start page
341
End page
342
Volume
2020-November
Language
English
OCDE Knowledge area
Otras ingenierías y tecnologías
Scopus EID
2-s2.0-85107801409
ISBN
9780738131269
Source
Conference Record - Asilomar Conference on Signals, Systems and Computers
ISSN of the container
10586393
Sources of information: Directorio de Producción Científica Scopus