中文说明:
快速迭代收缩阈值算法,FISTA用一种更为聪明的办法选择序列{xk},使得其基于梯度下降思想的迭代过程更加快速地趋近问题函数F(x)的最小值。FISTA的缺点是:Lipschitz常数L(f)不一定可知或者可计算。
English Description:
Fast iterative shrinkage threshold algorithm, fista uses a more intelligent method to select the sequence {XK}, which makes its iterative process based on gradient descent approach the minimum value of the problem function f (x) more quickly. The disadvantage of fista is that the Lipschitz constant L (f) is not necessarily known or computable.