Primal-dual splitting scheme with backtracking for handling with epigraphic constraint and sparse analysis regularization
Information Theory
2020-09-09 v1 math.IT
Abstract
The convergence of many proximal algorithms involving a gradient descent relies on its Lipschitz constant. To avoid computing it, backtracking rules can be used. While such a rule has already been designed for the forward-backward algorithm (FBwB), this scheme is not flexible enough when a non-differentiable penalization with a linear operator is added to a constraint. In this work we propose a backtracking rule for the primal-dual scheme (PDwB), and evaluate its performance for the epigraphical constrained high dynamical reconstruction in high contrast polarimetric imaging, under TV penalization.
Cite
@article{arxiv.2009.03576,
title = {Primal-dual splitting scheme with backtracking for handling with epigraphic constraint and sparse analysis regularization},
author = {Laurence Denneulin and Nelly Pustelnik and Maud Langlois and Ignace Loris and Éric Thiébaut},
journal= {arXiv preprint arXiv:2009.03576},
year = {2020}
}
Comments
in Proceedings of iTWIST'20, Paper-ID: 12, Nantes, France, December, 2-4, 2020