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.
| Status | Finished |
|---|---|
| Effective start/end date | 23/07/18 → 30/04/21 |
Collaborative partners
- University of Portsmouth (lead)
Funding
- London Mathematical Society: £1,200.00
Keywords
- FISTA
- Nonconvex composite optimisation problems
- Convergence rate
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Research output
- 2 Article
-
Convergence rates for the relaxed Peaceman-Rachford splitting method on a monotone inclusion problem
Sim, C. K., 1 Jan 2023, In: Journal of Optimization Theory and Applications. 196, p. 298–323Research output: Contribution to journal › Article › peer-review
Open AccessFile75 Downloads (Pure) -
A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems
Liang, J., Monteiro, R. & Sim, C. K., 13 May 2021, In: Computational Optimization and Applications. 79, p. 649-679 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile125 Downloads (Pure)
Activities
- 2 Participation in conference
-
The OR Society's 63rd Annual Conference
Sim, C. K. (Presented paper)
14 Sept 2021Activity: Participating in or organising an event types › Participation in conference
-
3rd IMA and OR Society Conference on Mathematics of Operational Research
Sim, C. K. (Presented paper)
21 Apr 2021Activity: Participating in or organising an event types › Participation in conference