Convergence properties of a randomized primal-dual algorithm with applications to parallel MRI

DOI10.1007/978-3-030-75549-2_21zbMATH Open1487.90497arXiv2012.01255OpenAlexW3160664862MaRDI QIDQ826182FDOQ826182

Claire Delplancke, Matthias J. Ehrhardt, Eric B. Gutiérrez

Publication date: 20 December 2021

Abstract: The Stochastic Primal-Dual Hybrid Gradient (SPDHG) was proposed by Chambolle et al. (2018) and is an efficient algorithm to solve some nonsmooth large-scale optimization problems. In this paper we prove its almost sure convergence for convex but not necessarily strongly convex functionals. We also look into its application to parallel Magnetic Resonance Imaging reconstruction in order to test performance of SPDHG. Our numerical results show that for a range of settings SPDHG converges significantly faster than its deterministic counterpart.

Full work available at URL: https://arxiv.org/abs/2012.01255

zbMATH Keywords

convex optimizationstochastic optimizationinverse problemsprimal-dual algorithmparallel magnetic resonance imaging

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Biomedical imaging and signal processing (92C55)

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Cited In (1)

• Fast iterative regularization by reusing data

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