Accelerating ISTA with an active set strategy Matthieu Kowalski, Pierre Weiss, Alexandre Gramfort, Sandrine Anthoine To cite this version: Matthieu Kowalski, Pierre Weiss, Alexandre Gramfort, Sandrine Anthoine. Accelerating ISTA with an active set strategy. OPT 2011: 4th International Workshop on Optimization for Machine Learning, Dec 2011, Sierra Nevada, Spain. <hal-00696992v1> HAL Id: hal-00696992 https://hal.archives-ouvertes.fr/hal-00696992v1 Submitted on 14 May 2012 (v1), last revised 14 Jan 2013 (v2) HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destin´ ee au d´ epˆ ot et ` a la diffusion de documents scientifiques de niveau recherche, publi´ es ou non, ´ emanant des ´ etablissements d’enseignement et de recherche fran¸cais ou ´ etrangers, des laboratoires publics ou priv´ es.