Matlab code to reproduce the results of the paper
Improving FISTA: Faster, Smarter and Greedier
Jingwei Liang, Carola-Bibiane Schönlieb, 2018
Consider solving the problem below
$$
\min_{x\in \mathbb{R}^n} ~ \frac{1}{2} |Ax - f|^2 ,
$$
where
We set
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Consider solving the problem below $$ \min_{x\in \mathbb{R}^n} ~ \mu R(x) + \frac{1}{2} |Ax - f|^2 . $$
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Consider the problem $$ \min_{x \in \mathbb{R}^n } \mu |x|{1} + \frac{1}{m} \sum{i=1}^m \log({ 1+e^{ -l_{i} h_{i}^T x } }) , $$
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PCP considers the following problem $$ \min_{x_{l}, x_{s} \in \mathbb{R}^{m\times n}}~ \frac{1}{2}|f-x_{l}-x_{s}|^2 + \mu |x_{s}|1 + \nu |x{l}|_* . $$
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Copyright (c) 2018 Jingwei Liang