[Feature] Support Fast Iterative Shrinkage-Thresholding Algorithm

abess-team / skscope

skscope: Sparse-Constrained OPtimization via itErative-solvers

https://skscope.readthedocs.io

MIT License

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Open Mamba413 opened 8 months ago

Mamba413 commented 8 months ago

Related literature about Fast Iterative Shrinkage-Thresholding Algorithm (FISTA): https://www.ceremade.dauphine.fr/~carlier/FISTA