A primal-dual fixed point algorithm for minimization of the sum of three convex separable functions

DOI10.1186/S13663-016-0543-2zbMATH Open1505.90094arXiv1512.09235OpenAlexW2220137601WikidataQ59467505 ScholiaQ59467505MaRDI QIDQ284904FDOQ284904

Authors: Peijun Chen, Xiaoqun Zhang, Jianguo Huang 

Publication date: 18 May 2016

Published in: Fixed Point Theory and Applications (Search for Journal in Brave)

Abstract: Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with Lipschitz continuous gradient, a linear composite nonsmooth function and a nonsmooth function. In this paper, we propose a primal-dual fixed-point (PDFP) scheme to solve the above class of problems. The proposed algorithm for three block problems is a fully splitting symmetric scheme, only involving explicit gradient and linear operators without inner iteration, when the nonsmooth functions can be easily solved via their proximity operators, such as $el{l}_1$ type regularization. We study the convergence of the proposed algorithm and illustrate its efficiency through examples on fused LASSO and image restoration with non-negative constraint and sparse regularization.

Full work available at URL: https://arxiv.org/abs/1512.09235

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zbMATH Keywords

convex separable minimizationprimal-dual fixed point algorithmproximity operatorsparsity regularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

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Cited In (30)

• Convergence Theorems and Convergence Rates for the General Inertial Krasnosel’skiǐ–Mann Algorithm
• A fast inertial primal-dual algorithm to composite optimization models with application to image restoration problems
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• An inner-outer iteration method for solving convex optimization problems involving the sum of three convex functions
• PET-MRI joint reconstruction with common edge weighted total variation regularization
• On starting and stopping criteria for nested primal-dual iterations
• Two proximal splitting methods for multi-block separable programming with applications to stable principal component pursuit
• Improved proximal ADMM with partially parallel splitting for multi-block separable convex programming
• A fixed-point proximity algorithm for recovering low-rank components from incomplete observation data with application to motion capture data refinement
• Operator splitting performance estimation: tight contraction factors and optimal parameter selection
• A primal-dual fixed point algorithm for multi-block convex minimization
• Unified linear convergence of first-order primal-dual algorithms for saddle point problems
• Proximal Splitting Algorithms for Convex Optimization: A Tour of Recent Advances, with New Twists
• Interpolation conditions for linear operators and applications to performance estimation problems
• A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems
• Second order semi-smooth proximal Newton methods in Hilbert spaces
• Efficient representation of spatio-temporal data using cylindrical shearlets
• A stochastic variance reduced primal dual fixed point method for linearly constrained separable optimization
• Proportional-integral projected gradient method for conic optimization
• A new primal-dual algorithm for minimizing the sum of three functions with a linear operator
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• Easily Parallelizable and Distributable Class of Algorithms for Structured Sparsity, with Optimal Acceleration
• Preconditioned three-operator splitting algorithm with applications to image restoration
• Constraint consensus based artificial bee colony algorithm for constrained optimization problems
• Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates
• Primal-dual fixed point algorithm based on adapted metric method for solving convex minimization problem with application
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• Sparse dynamic tomography: a shearlet-based approach for iodine perfusion in plant stems
• Title not available (Why is that?)

Uses Software

• PULSAR

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