English

Convergence analysis on the alternating direction method of multipliers for the cosparse optimization problem

Optimization and Control 2023-11-23 v2

Abstract

From a dual perspective of the sparse representation model, Nam et al. proposed the cosparse analysis model. In this paper, we aim to investigate the convergence of the alternating direction method of multipliers (ADMM) for the cosparse optimization problem. First, we examine the variational inequality representation of the cosparse optimization problem by introducing auxiliary variables. Second, ADMM is used to solve cosparse optimization problem. Finally, by utilizing a tight frame with a uniform row norm and building upon lemmas and the strict contraction theorem, we establish a worst-case O(1/t)\mathcal{O}(1/t) convergence rate in the ergodic sense.

Keywords

Cite

@article{arxiv.2310.13334,
  title  = {Convergence analysis on the alternating direction method of multipliers for the cosparse optimization problem},
  author = {Zisheng Liu and Ting Zhang},
  journal= {arXiv preprint arXiv:2310.13334},
  year   = {2023}
}

Comments

15 page

R2 v1 2026-06-28T12:56:35.846Z