Title
Robustifying stability of the Fast iterative shrinkage thresholding algorithm for ℓ<inf>1</inf> regularized problems
Date Issued
01 January 2021
Access level
metadata only access
Resource Type
conference paper
Publisher(s)
European Signal Processing Conference, EUSIPCO
Abstract
The fast iterative shrinkage-thresholding algorithm (FISTA) is a well-known first order method used to minimize '1 regularized problems. However, it is also a non-monotone algorithm that can exhibit a sudden and gradual oscillatory behavior during the convergence. One of the parameters that directly affects the convergence of the FISTA method, whose optimal value is typically unknown, is the step-size (SS) that is linked to the Lipschitz constant. Depending on a suitable selection of the SS either manual or automatic, and the SS evolution throughout iterations, e.g. constant, decreasing, or increasing sequence, the practical performance can differ in orders of magnitude with or without stability issues (oscillations or, in the worst case, divergence). In this paper, we propose an algorithm, which has two variants, to address the stability issues in case of ill-chosen parameters for a given SS policy (either manual or adaptive). The proposed method structurally consists of an instability prediction rule based on the ∞ norm of the gradient, and a correction for it, which can interpreted as an under-relaxation technique.
Start page
2064
End page
2068
Volume
2021-August
Language
English
OCDE Knowledge area
Otras ingenierías y tecnologías
Subjects
Scopus EID
2-s2.0-85123185271
PubMed ID
ISBN
9789082797060
Source
European Signal Processing Conference
ISSN of the container
22195491
Sources of information:
Directorio de Producción Científica
Scopus