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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.
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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⟩
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