Before using FASTA, please see:
A Field Guide to Forward-Backward Splitting with a FASTA Implementation
Users can also reference main FASTA webpage for a more detailed overview of FASTA, and of forward-backward optimization methods in general.
Let A to be a linear operator, f some differentiable function, and g some simple function (not neccesarily smooth). FASTA targets problems of the form:
minimize f(Ax)+g(x)
Problems of this form including sparse least-squares (basis-pursuit), lasso, total-variation denoising, matrix completion, and many more. The FASTA implementation is incredibly flexible; users can solve almost anything by providing their own "f," g," and "A." Additional "out-of-the-box" solvers coming shortly.
For a more extensive list of problems, and their mathematical formulations, see the main FASTA webpage.
Note: This is an updated version of an older repository that no longer exists.