Struct FISTASolver 

pub struct FISTASolver {
    pub lipschitz: f64,
    pub max_iter: usize,
    pub tol: f64,
}

FISTA: Fast Iterative Shrinkage-Thresholding Algorithm.

Minimizes f(x) + g(x) where f is smooth (L-Lipschitz gradient) and g has a cheap proximal operator. Achieves O(1/k²) convergence.

Fields

lipschitz: f64

Lipschitz constant L of ∇f.

max_iter: usize

Maximum number of iterations.

tol: f64

Convergence tolerance on successive iterates.

Implementations

impl FISTASolver

pub fn new(lipschitz: f64, max_iter: usize, tol: f64) -> Self

Create a new FISTA solver.

pub fn minimize<F, G>( &self, smooth: &F, regularizer: &G, x0: &[f64], ) -> (Vec<f64>, usize)

where F: ConvexFunction, G: ProxableFunction,

Run FISTA to minimize smooth + regularizer.

Returns (x_star, iterations).

Trait Implementations

impl Clone for FISTASolver

fn clone(&self) -> FISTASolver

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for FISTASolver

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.