fasta - Fast Adaptive Shrinkage/Thresholding Algorithm

A collection of acceleration schemes for proximal gradient methods for estimating penalized regression parameters described in Goldstein, Studer, and Baraniuk (2016) <arXiv:1411.3406>. Schemes such as Fast Iterative Shrinkage and Thresholding Algorithm (FISTA) by Beck and Teboulle (2009) <doi:10.1137/080716542> and the adaptive stepsize rule introduced in Wright, Nowak, and Figueiredo (2009) <doi:10.1109/TSP.2009.2016892> are included. You provide the objective function and proximal mappings, and it takes care of the issues like stepsize selection, acceleration, and stopping conditions for you.