## A fast iterative shrinkage-thresholding algorithm with application to . . . (2009)

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### BibTeX

@MISC{Beck09afast,

author = {Amir Beck and Marc Teboulle},

title = {A fast iterative shrinkage-thresholding algorithm with application to . . . },

year = {2009}

}

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### Abstract

We consider the class of Iterative Shrinkage-Thresholding Algorithms (ISTA) for solving linear inverse problems arising in signal/image processing. This class of methods is attractive due to its simplicity, however, they are also known to converge quite slowly. In this paper we present a Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) which preserves the computational simplicity of ISTA, but with a global rate of convergence which is proven to be significantly better, both theoretically and practically. Initial promising numerical results for wavelet-based image deblurring demonstrate the capabilities of FISTA.