Accelerated forward-backward optimization using deep learning

We propose several deep -learning accelerated optimization solvers with convergence guarantees. We use ideas from the analysis of accelerated forward -backward schemes like FISTA, but instead of the classical approach of proving convergence for a choice of parameters, such as a step -size, we show convergence whenever the update is chosen in a specific set. Rather than picking a point in this set using some predefined method, we train a deep neural network to pick the best update within a given space. Finally, we show that the method is applicable to several cases of smooth and nonsmooth optimization and show superior results to established accelerated solvers.