Bonus problems: week 5

You can find the problems here Download here. Everyone must write and submit their own solution (including any code). However, cooperation is allowed.

Update:

• If f is your objective function, f(x^{*}) is the optimal value, and $x_k$ is your iterate at iteration $k$, don’t plot ln(f(x_k) -f(x^{*})). Instead, use the log scale option for f(x_k) -f(x^{*}) in matplotlib. This looks much nicer/professional.
• How do you find f(x^{*})? You can run FISTA for a huge number of iterations to obtain an approximate f(x^{*}). Then just plot the function value suboptimality for only the first 1/10^3 (change this number so that the plot looks nice) iterations say. Another way is to use https://www.cvxpy.org/ Links to an external site. to obtain an accurate estimate of f(x^{*}).