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 convergence rate in the ergodic sense.
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}
}
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