Abstract
The iterative soft thresholding algorithm (ISTA) is one of the most popular optimization algorithms for solving the regularized least squares problem, and its linear convergence has been investigated under the assumption of finite basis injectivity property or strict sparsity pattern. In this paper, we consider the regularized least squares problem in finite- or infinite-dimensional Hilbert space, introduce a weaker notion of orthogonal sparsity pattern (OSP) and establish the Q-linear convergence of ISTA under the assumption of OSP. Examples are provided to illustrate the cases where the linear convergence of ISTA can be established only by our result, but cannot be ensured by any existing result in the literature.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have