Adaptive-FISTA

[mrava87]

Feature

Recently an Adaptive-FISTA algorithm was introduced in https://www.earthdoc.org/content/papers/10.3997/2214-4609.202229010. This algorithm shows faster convergence for problems where the model is expected to be very sparse (as it approximates the L0 norm).

Implementation

@NickLuiken will implement this in pylops.optimization.sparsity.ISTA and pylops.optimization.sparsity.FISTA

[cako]

Looks very promising. Would be interested to see if this means we can relax having to know the maximum eigenvalue. Maybe setting a sufficiently large value is enough under this adaptive scheme. Looking forward to seeing this!

[mrava87]

Good point! We haven’t looked into this but definitely for some problem where you can’t tell upfront the eigenvalue, not having to know it with high accuracy would be a bit plus :)

[cako]

Now that #90 is closed, it would be interesting to convert the AFISTA code into a class-based solver:
https://github.com/PyLops/pylops_transform2022/blob/main/afista.py

@mrava87 @NickLuiken

[rohanbabbar04]

Hi @cako @mrava87, If this issue is not touched upon, would like to work on it.

[mrava87]

Hi, this issue is already taken, we just need to move codes around so no point for you to look into it.