FASTA
fast adaptive
shrinkage/thresholding
algorithm
FASTA (Fast Adaptive Shrinkage/Thresholding Algorithm) is an efficient, easy-to-use implementation of the Forward-Backward Splitting (FBS) method (also known as the proximal gradient method) for regularized optimization problems. Many variations on FBS are available in FASTA, including the popular accelerated variant FISTA (Beck and Teboulle ’09), the adaptive stepsize rule SpaRSA (Wright, Nowak, Figueiredo ’09), and other variants described in the review A Field Guide to Forward-Backward Splitting with a FASTA Implementation. Whether the problem you are solving is simple or complex, FASTA makes things easy by handling issues like stepsize selection, acceleration, and stopping conditions for you.
