  The total variation (TV) penalty, as many other analysis-sparsity problems,
does not lead to separable factors or a proximal operatorwith a closed-form
expression, such as soft thresholding for the $\ell\_1$ penalty. As a result,
in a variational formulation of an inverse problem or statisticallearning
estimation, it leads to challenging non-smooth optimization problemsthat are
often solved with elaborate single-step first-order methods. When thedata-fit
term arises from empirical measurements, as in brain imaging, it isoften very
ill-conditioned and without simple structure. In this situation, in proximal
splitting methods, the computation cost of thegradient step can easily dominate
each iteration. Thus it is beneficialto minimize the number of gradient
steps.We present fAASTA, a variant of FISTA, that relies on an internal solver
forthe TV proximal operator, and refines its tolerance to balance
computationalcost of the gradient and the proximal steps. We give benchmarks
andillustrations on "brain decoding": recovering brain maps from
noisymeasurements to predict observed behavior. The algorithm as well as
theempirical study of convergence speed are valuable for any non-exact
proximaloperator, in particular analysis-sparsity problems.
