Publication:
On the Convergence of the Iterative Shrinkage/Thresholding Algorithm With a Weakly Convex Penalty

dc.contributor.authorBayram, Ilker
dc.date.accessioned2026-01-25T04:31:25Z
dc.date.issued2016-03-01
dc.description.abstractWe consider the iterative shrinkage/thresholding algorithm (ISTA) applied to a cost function composed of a data fidelity term and a penalty term. The penalty is non-convex but the concavity of the penalty is accounted for by the data fidelity term so that the overall cost function is convex. We provide a generalization of the convergence result for ISTA viewed as a forward-backward splitting algorithm. We also demonstrate experimentally that for the current setup, using large stepsizes in ISTA can accelerate convergence more than existing schemes proposed for the convex case, like TwIST or FISTA.
dc.description.urihttps://doi.org/10.1109/tsp.2015.2502551
dc.description.urihttp://arxiv.org/pdf/1510.07821
dc.description.urihttps://dx.doi.org/10.48550/arxiv.1510.07821
dc.description.urihttp://arxiv.org/abs/1510.07821
dc.description.urihttps://doi.org/10.1109/TSP.2015.2502551
dc.description.urihttps://dx.doi.org/10.1109/tsp.2015.2502551
dc.identifier.doi10.1109/tsp.2015.2502551
dc.identifier.eissn1941-0476
dc.identifier.endpage1608
dc.identifier.issn1053-587X
dc.identifier.openairedoi_dedup___::624424964cf72366e47df6900dbf1e0f
dc.identifier.startpage1597
dc.identifier.urihttps://hdl.handle.net/11527/45543
dc.identifier.volume64
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)
dc.relation.ispartofIEEE Transactions on Signal Processing
dc.rightsOPEN
dc.sdg.typeGoal 2: Zero Hunger
dc.subjectOptimization and Control (math.OC)
dc.subjectFOS: Mathematics
dc.subjectMathematics - Optimization and Control
dc.titleOn the Convergence of the Iterative Shrinkage/Thresholding Algorithm With a Weakly Convex Penalty
dc.typeArticle
dspace.entity.typePublication

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