A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

@article{Beck2009AFI,
  title={A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems},
  author={Amir Beck and Marc Teboulle},
  journal={SIAM J. Imaging Sci.},
  year={2009},
  volume={2},
  pages={183-202}
}
We consider the class of iterative shrinkage-thresholding algorithms (ISTA) for solving linear inverse problems arising in signal/image processing. This class of methods, which can be viewed as an extension of the classical gradient algorithm, is attractive due to its simplicity and thus is adequate for solving large-scale problems even with dense matrix data. However, such methods are also known to converge quite slowly. In this paper we present a new fast iterative shrinkage-thresholding… 
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