Safe Haskell | None |
---|
- fista :: (Additive f, Fractional a, Floating a) => a -> (f a -> f a) -> f a -> [f a]
Fast Iterative Shrinkage-Thresholding Algorithm
:: (Additive f, Fractional a, Floating a) | |
=> a | Lipschitz constant, |
-> (f a -> f a) | gradient of function |
-> f a | starting point |
-> [f a] | iterates |
Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) with constant step size