Proximal Splitting Algorithms for Convex Optimization: A Tour of Recent Advances, with New Twists
From MaRDI portal
Publication:6046287
DOI10.1137/20m1379344zbMath1518.90067arXiv1912.00137OpenAlexW4375860094MaRDI QIDQ6046287
Laurent Condat, Akira Hirabayashi, Andres Contreras, Daichi Kitahara
Publication date: 10 May 2023
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.00137
nonsmooth optimizationsplittingprimal-dual algorithmproximal algorithmlarge-scale convex optimization
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Iterative procedures involving nonlinear operators (47J25) Distributed algorithms (68W15) Fixed-point iterations (47J26)
Related Items
A strong law of large numbers for random monotone operators ⋮ Inertial-relaxed splitting for composite monotone inclusions ⋮ Resolvent splitting for sums of monotone operators with minimal lifting ⋮ WPPNets and WPPFlows: The Power of Wasserstein Patch Priors for Superresolution ⋮ Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient ⋮ Convergence Results for Primal-Dual Algorithms in the Presence of Adjoint Mismatch ⋮ Resolvent of the parallel composition and the proximity operator of the infimal postcomposition
Cites Work
- Fast Image Recovery Using Variable Splitting and Constrained Optimization
- Restoration of Poissonian Images Using Alternating Direction Optimization
- An Augmented Lagrangian Approach to the Constrained Optimization Formulation of Imaging Inverse Problems
- Signal Recovery by Proximal Forward-Backward Splitting
- Variable metric forward–backward splitting with applications to monotone inclusions in duality
- Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping
- An introduction to continuous optimization for imaging
- A variational formulation for frame-based inverse problems
- Convex analysis and monotone operator theory in Hilbert spaces
- Convex analysis and monotone operator theory in Hilbert spaces
- Sparse Image and Signal Processing
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Nonlinear total variation based noise removal algorithms
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A primal-dual fixed point algorithm for minimization of the sum of three convex separable functions
- Fast projection onto the simplex and the \(l_1\) ball
- On the ergodic convergence rates of a first-order primal-dual algorithm
- A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
- Operator splittings, Bregman methods and frame shrinkage in image processing
- Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
- On the convergence of the iterates of the ``fast iterative shrinkage/thresholding algorithm
- Geometric applications of the split Bregman method: segmentation and surface reconstruction
- A unified primal-dual algorithm framework based on Bregman iteration
- A three-operator splitting scheme and its optimization applications
- An inertial forward-backward algorithm for monotone inclusions
- Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
- Lectures on topics in finite element solution of elliptic problems. Notes by G. Vijayasundaram
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A simplified view of first order methods for optimization
- Monotone operator theory in convex optimization
- A new primal-dual algorithm for minimizing the sum of three functions with a linear operator
- A simple algorithm for a class of nonsmooth convex-concave saddle-point problems
- Proximal algorithms in statistics and machine learning
- A first-order primal-dual algorithm for convex problems with applications to imaging
- Bregman operator splitting with variable stepsize for total variation image reconstruction
- A splitting algorithm for dual monotone inclusions involving cocoercive operators
- Dualize, split, randomize: toward fast nonsmooth optimization algorithms
- A direct proof of convergence of Davis-Yin splitting algorithm allowing larger stepsizes
- Uniqueness of DRS as the 2 operator resolvent-splitting and impossibility of 3 operator resolvent-splitting
- Warped proximal iterations for monotone inclusions
- Accelerated proximal point method for maximally monotone operators
- Performance of first-order methods for smooth convex minimization: a novel approach
- Analysis of fully preconditioned alternating direction method of multipliers with relaxation in Hilbert spaces
- On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting
- Finding the forward-Douglas-Rachford-forward method
- A note on the forward-Douglas-Rachford splitting for monotone inclusion and convex optimization
- On the global and linear convergence of the generalized alternating direction method of multipliers
- Alternating proximal gradient method for convex minimization
- Asymmetric forward-backward-adjoint splitting for solving monotone inclusions involving three operators
- A proximal point analysis of the preconditioned alternating direction method of multipliers
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- Primal-dual splittings as fixed point iterations in the range of linear operators
- Splitting Methods in Communication, Imaging, Science, and Engineering
- A Generalized Forward-Backward Splitting
- Proximal Splitting Methods in Signal Processing
- Optimization with Sparsity-Inducing Penalties
- Convergence Analysis of Primal-Dual Algorithms for a Saddle-Point Problem: From Contraction Perspective
- On Weak Convergence of the Douglas–Rachford Method
- A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science
- Tensor completion and low-n-rank tensor recovery via convex optimization
- On a generalization of the iterative soft-thresholding algorithm for the case of non-separable penalty
- Discrete Total Variation: New Definition and Minimization
- Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes
- Linearized Bregman Iterations for Frame-Based Image Deblurring
- The Split Bregman Method for L1-Regularized Problems
- A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality
- Split Bregman Methods and Frame Based Image Restoration
- Augmented Lagrangian Method, Dual Methods, and Split Bregman Iteration for ROF, Vectorial TV, and High Order Models
- Sparse and Redundant Representations
- Decomposition through formalization in a product space
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
- Monotone Operators and the Proximal Point Algorithm
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Infinite-dimensional convex optimization in optimal and robust control theory
- NON-STRICTLY CONVEX MINIMIZATION OVER THE FIXED POINT SET OF AN ASYMPTOTICALLY SHRINKING NONEXPANSIVE MAPPING
- Proximity Operators of Discrete Information Divergences
- First-Order Methods in Optimization
- A First-Order Primal-Dual Algorithm with Linesearch
- Big Data Optimization: Recent Developments and Challenges
- Solving monotone inclusions via compositions of nonexpansive averaged operators
- Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications
- Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions
- A primal–dual fixed point algorithm for convex separable minimization with applications to image restoration
- A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
- A remark on accelerated block coordinate descent for computing the proximity operators of a sum of convex functions
- Recent Developments on Primal–Dual Splitting Methods with Applications to Convex Minimization
- Advances and Open Problems in Federated Learning
- Fixed Point Strategies in Data Science
- The Douglas--Rachford Algorithm Converges Only Weakly
- A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity
- Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection
- Nonlinear Forward-Backward Splitting with Projection Correction
- A Convex Approach to Superresolution and Regularization of Lines in Images
- Hypercomplex Tensor Completion via Convex Optimization
- Forward-Douglas–Rachford splitting and forward-partial inverse method for solving monotone inclusions
- Preconditioned Douglas--Rachford Splitting Methods for Convex-concave Saddle-point Problems
- On Alternating Direction Methods of Multipliers: A Historical Perspective
- Some Facts About Operator-Splitting and Alternating Direction Methods
- Convergence Rate Analysis of Several Splitting Schemes
- Self Equivalence of the Alternating Direction Method of Multipliers
