Linear convergence of iterative soft-thresholding
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Publication:734951
DOI10.1007/S00041-008-9041-1zbMATH Open1175.65061arXiv0709.1598OpenAlexW3101710822WikidataQ57562038 ScholiaQ57562038MaRDI QIDQ734951FDOQ734951
Authors: K. Bredies, Dirk A. Lorenz 
Publication date: 14 October 2009
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Abstract: In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized gradient methods and present a new convergence analysis. As main result we show that the algorithm converges with linear rate as soon as the underlying operator satisfies the so-called finite basis injectivity property or the minimizer possesses a so-called strict sparsity pattern. Moreover it is shown that the constants can be calculated explicitly in special cases (i.e. for compact operators). Furthermore, the techniques also can be used to establish linear convergence for related methods such as the iterative thresholding algorithm for joint sparsity and the accelerated gradient projection method.
Full work available at URL: https://arxiv.org/abs/0709.1598
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convergenceHilbert spacesgradient projection methodlinear operator equationsgeneralized gradient methodsiterative soft-thresholding algorithms
Equations and inequalities involving linear operators, with vector unknowns (47A50) Numerical solutions to equations with linear operators (65J10)
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