optimization-0.1.9: Numerical optimization

Safe HaskellNone
LanguageHaskell2010

Optimization.TrustRegion.Fista

Contents

Synopsis

Fast Iterative Shrinkage-Thresholding Algorithm

fista Source #

Arguments

:: (Additive f, Fractional a, Floating a) 
=> a

Lipschitz constant, l

-> (f a -> f a)

gradient of function

-> f a

starting point

-> [f a]

iterates

Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) with constant step size