A fast Iterative Shrinkage-Thresholding Algorithm with application to wavelet-based image deblurring

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Abstract
We consider the class of Iterative Shrinkage-Thresholding Algorithms (ISTA) for solving linear inverse problems arising in signal/image processing. This class of methods is attractive due to its simplicity, however, they are also known to converge quite slowly. In this paper we present a Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) which preserves the computational simplicity of ISTA, but with a global rate of convergence which is proven to be significantly better, both theoretically and practically. Initial promising numerical results for wavelet-based image deblurring demonstrate the capabilities of FISTA.