Strong Convergence of FISTA Iterates under Hölderian and Quadratic Growth Conditions - Équipe Recherche Opérationnelle, Optimisation Combinatoire et Contraintes
Pré-Publication, Document De Travail Année : 2024

Strong Convergence of FISTA Iterates under Hölderian and Quadratic Growth Conditions

Résumé

Introduced by Beck and Teboulle, FISTA (for Fast Iterative Shrinkage-Thresholding Algorithm) is a first-order method widely used in convex optimization. Adapted from Nesterov's accelerated gradient method for convex functions, the generated sequence guarantees a decay of the function values of $\mathcal{O}\left(n^{-2}\right)$ in the convex setting. We show that for coercive functions satisfying some local growth condition (namely a H\"olderian or quadratic growth condition), this sequence strongly converges to a minimizer. This property, which has never been proved without assuming the uniqueness of the minimizer, is associated with improved convergence rates for the function values. The proposed analysis is based on a preliminary study of the Asymptotic Vanishing Damping system introduced by Su et al. in to model Nesterov's accelerated gradient method in a continuous setting. Novel improved convergence results are also shown for the solutions of this dynamical system, including the finite length of the trajectory under the aforementioned geometry conditions.
Fichier principal
Vignette du fichier
main.pdf (555.76 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-04660448 , version 1 (23-07-2024)

Identifiants

  • HAL Id : hal-04660448 , version 1

Citer

Jean-François Aujol, Charles Dossal, Hippolyte Labarrière, Aude Rondepierre. Strong Convergence of FISTA Iterates under Hölderian and Quadratic Growth Conditions. 2024. ⟨hal-04660448⟩
145 Consultations
35 Téléchargements

Partager

More