论文标题

关于凸面情况的复合优化问题的Fista型第一阶算法

A FISTA-Type First Order Algorithm on Composite Optimization Problems that is Adaptable to the Convex Situation

论文作者

Sim, Chee-Khian

论文摘要

在本说明中,我们提出了一种FISTA型一阶算法Var-Fista,以解决复合优化问题。 VAR-FISTA的一个独特特征是它在问题中利用函数凸的能力,当函数与非convex相比时,迭代的复杂性提高了。注释中获得的凸和非凸病的迭代复杂性结果与迄今为止文献中最著名的情况兼容。

In this note, we propose a FISTA-type first order algorithm, VAR-FISTA, to solve a composite optimization problem. A distinctive feature of VAR-FISTA is its ability to exploit the convexity of the function in the problem, resulting in an improved iteration complexity when the function is convex compared to when it is nonconvex. The iteration complexity result for the convex and nonconvex case obtained in the note are compatible to the best known in the literature so far.

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