English

On the linear convergence rates of exchange and continuous methods for total variation minimization

Optimization and Control 2019-06-25 v1 Signal Processing

Abstract

We analyze an exchange algorithm for the numerical solution total-variation regularized inverse problems over the space M(Ω\Omega) of Radon measures on a subset Ω\Omega of R d. Our main result states that under some regularity conditions, the method eventually converges linearly. Additionally, we prove that continuously optimizing the amplitudes of positions of the target measure will succeed at a linear rate with a good initialization. Finally, we propose to combine the two approaches into an alternating method and discuss the comparative advantages of this approach.

Keywords

Cite

@article{arxiv.1906.09919,
  title  = {On the linear convergence rates of exchange and continuous methods for total variation minimization},
  author = {Axel Flinth and Frédéric de Gournay and Pierre Weiss},
  journal= {arXiv preprint arXiv:1906.09919},
  year   = {2019}
}