A forward-backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space
Abstract
We consider the task of computing an approximate minimizer of the sum of a smooth and non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward-backward splitting method for the subgradients in Hilbert space, we propose a generalization which involves the iterative solution of simpler subproblems. Descent and convergence properties of this new algorithm are studied. Furthermore, the results are applied to the minimization of Tikhonov-functionals associated with linear inverse problems and semi-norm penalization in Banach spaces. With the help of Bregman-Taylor-distance estimates, rates of convergence for the forward-backward splitting procedure are obtained. Examples which demonstrate the applicability are given, in particular, a generalization of the iterative soft-thresholding method by Daubechies, Defrise and De Mol to Banach spaces as well as total-variation based image restoration in higher dimensions are presented.
Cite
@article{arxiv.0807.0778,
title = {A forward-backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space},
author = {Kristian Bredies},
journal= {arXiv preprint arXiv:0807.0778},
year = {2009}
}