Proximity for sums of composite functions

DOI10.1016/J.JMAA.2011.02.079zbMATH Open1223.47120arXiv1007.3535OpenAlexW1972440447MaRDI QIDQ536271FDOQ536271

Patrick L. Combettes, Băng Công Vũ, Dinh Dũng

Publication date: 16 May 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: We propose an algorithm for computing the proximity operator of a sum of composite convex functions in Hilbert spaces and investigate its asymptotic behavior. Applications to best approximation and image recovery are described.

Full work available at URL: https://arxiv.org/abs/1007.3535

zbMATH Keywords

convex optimizationelastic netbest approximationdualityindicator functionprojectorimage recoveryproximity operatorlower-semicontinuous convex functionproximal splitting algorithm

Mathematics Subject Classification ID

Linear operator approximation theory (47A58) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Mathematical programming (90C99)

Cites Work

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• Proximité et dualité dans un espace hilbertien
• Best approximation in inner product spaces
• A Dual Approach to Linear Inverse Problems with Convex Constraints
• A cyclic projection algorithm via duality
• Dykstra's alternating projection algorithm for two sets
• Proximal Thresholding Algorithm for Minimization over Orthonormal Bases
• Dualization of signal recovery problems
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Cited In (21)

• Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions
• A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
• Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
• Variable metric forward–backward splitting with applications to monotone inclusions in duality
• Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
• The geometry of monotone operator splitting methods
• A splitting algorithm for dual monotone inclusions involving cocoercive operators
• Distributed Deterministic Asynchronous Algorithms in Time-Varying Graphs Through Dykstra Splitting
• Variable Metric Forward-Backward Algorithm for Composite Minimization Problems
• A proximal interior point algorithm with applications to image processing
• Discrete Total Variation: New Definition and Minimization
• A splitting algorithm for system of composite monotone inclusions
• Scalable Bayesian Uncertainty Quantification in Imaging Inverse Problems via Convex Optimization
• A parallel proximal splitting method for disparity estimation from multicomponent images under illumination variation
• Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm
• On the existence of minimizers of proximity functions for split feasibility problems
• Projective splitting methods for sums of maximal monotone operators with applications
• Dual block-coordinate forward-backward algorithm with application to deconvolution and deinterlacing of video sequences
• Alternating Proximal Regularized Dictionary Learning
• A penalized nonlinear ADMM algorithm applied to the multi-constrained traffic assignment problem
• Convergence of proximal gradient algorithm in the presence of adjoint mismatch ^*

Uses Software

• UNLocBoX

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