Proximal splitting methods in signal processing

DOI10.1007/978-1-4419-9569-8_10zbMATH Open1242.90160arXiv0912.3522OpenAlexW1946620893MaRDI QIDQ2897282FDOQ2897282

Authors: Patrick L. Combettes, Jean-Christophe Pesquet 

Publication date: 10 July 2012

Published in: Springer Optimization and Its Applications (Search for Journal in Brave)

Abstract: The proximity operator of a convex function is a natural extension of the notion of a projection operator onto a convex set. This tool, which plays a central role in the analysis and the numerical solution of convex optimization problems, has recently been introduced in the arena of signal processing, where it has become increasingly important. In this paper, we review the basic properties of proximity operators which are relevant to signal processing and present optimization methods based on these operators. These proximal splitting methods are shown to capture and extend several well-known algorithms in a unifying framework. Applications of proximal methods in signal recovery and synthesis are discussed.

Full work available at URL: https://arxiv.org/abs/0912.3522

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zbMATH Keywords

denoisingforward-backward algorithmconvex optimizationsparsityparallel computingframeproximal algorithmDouglas-Rachford algorithmLandweber methodsplittingiterative thresholdingPeaceman-Rachford algorithmalternating-direction method of multipliersbackward-backward algorithmrestoration and reconstruction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Applications of mathematical programming (90C90) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

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Uses Software

• UNLocBoX

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