Make FISTA optimisation of l1 prox optional

astro-informatics / sopt

Sparse OPTimisation using state-of-the-art convex optimisation algorithms.

http://astro-informatics.github.io/sopt/

GNU General Public License v2.0

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Make FISTA optimisation of l1 prox optional #2

Closed jasonmcewen closed 8 years ago

jasonmcewen commented 9 years ago

FISTA only helps with many sub-iterations are required. For the inexact ADMM we look for inexact solutions so we don't need to run so many sub-iterations. We could get a performance saving by turning FISTA off since it requires a lot of additional memory.

mdavezac commented 8 years ago

C++ implementation has a setting to that effect

mdavezac commented 8 years ago

Done in C++