Extension to the relaxed Peaceman-Rachford splitting method

Project Details

Description

Unlike the title suggests, in this project, which was funded by the London Mathematical Society, the PI together with his collaborators studied the convergence behaviour of variants of fast iterative shrinkage-thresholding algorithm (FISTA) when solving nonconvex composite optimisation problems.

Key findings

We showed state-of-the-art convergence rate results using the variants of FISTA that we designed to solve nonconvex composite optimisation problems.
StatusFinished
Effective start/end date23/07/1830/04/21

Funding

  • London Mathematical Society: £1,200.00

Keywords

  • FISTA
  • Nonconvex composite optimisation problems
  • Convergence rate

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