论文标题
ISTA和FISTA的线性收敛
Linear Convergence of ISTA and FISTA
论文作者
论文摘要
在本文中,我们重新访问了迭代收缩阈值算法(ISTA)的类别,用于求解具有稀疏表示的线性反问题,这在信号和图像处理中产生。在数值实验中显示了图像,即对数尺度纵坐标中的收敛行为往往是线性的,而不是对数,近似为平坦。进行细致的观察,我们发现平滑部分的先前假设削弱了最小二乘模型。具体而言,即使图像矩阵可能是不适合的,假设平滑部分对于最小二乘模型来说更为合理。此外,我们提高了关键不等式的重量优化,以优化平滑部分,而不是强烈的凸,而不是一般凸,这是在[Li等,2022]中首次发现的。基于这种关键不平等,我们将线性收敛推广到目标值和平方近端亚级别标准的复合优化。同时,我们设置了一个简单的条件矩阵,该矩阵易于计算奇异值,而不是原始的模糊矩阵。新的数值实验表明,强凸功能的Nesterov加速梯度下降(NAG)的近端概括具有比ISTA更快的线性收敛速率。基于更紧密的关键不平等,我们还通过利用基于高分辨率差分方程框架的略微修改和相位空间表示,将更快的线性收敛速率概括为复合优化的,以相同的lyapunov功能,以稍微修改和相位空间表示,从而在目标值和平方近端近距离标准中概括了优化。
In this paper, we revisit the class of iterative shrinkage-thresholding algorithms (ISTA) for solving the linear inverse problem with sparse representation, which arises in signal and image processing. It is shown in the numerical experiment to deblur an image that the convergence behavior in the logarithmic-scale ordinate tends to be linear instead of logarithmic, approximating to be flat. Making meticulous observations, we find that the previous assumption for the smooth part to be convex weakens the least-square model. Specifically, assuming the smooth part to be strongly convex is more reasonable for the least-square model, even though the image matrix is probably ill-conditioned. Furthermore, we improve the pivotal inequality tighter for composite optimization with the smooth part to be strongly convex instead of general convex, which is first found in [Li et al., 2022]. Based on this pivotal inequality, we generalize the linear convergence to composite optimization in both the objective value and the squared proximal subgradient norm. Meanwhile, we set a simple ill-conditioned matrix which is easy to compute the singular values instead of the original blur matrix. The new numerical experiment shows the proximal generalization of Nesterov's accelerated gradient descent (NAG) for the strongly convex function has a faster linear convergence rate than ISTA. Based on the tighter pivotal inequality, we also generalize the faster linear convergence rate to composite optimization, in both the objective value and the squared proximal subgradient norm, by taking advantage of the well-constructed Lyapunov function with a slight modification and the phase-space representation based on the high-resolution differential equation framework from the implicit-velocity scheme.