Revisiting Linearized Bregman Iterations under Lipschitz-like Convexity Condition

DOI10.1090/MCOM/3792MaRDI QIDQ6392757arXivFDO

Authors Hui Zhang, Lu Zhang, Haoxing Yang

Publication date 3 March 2022

Published in arXiv

Full work available at URL https://doi.org/10.1090/MCOM/3792

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

arXiv classification

math.OC

Abstract: The linearized Bregman iterations (LBreI) and its variants have received considerable attention in signal/image processing and compressed sensing. Recently, LBreI has been extended to a larger class of nonconvex functions, along with several theoretical issues left for further investigation. In particular, the gradient Lipschitz continuity assumption precludes its use in many practical applications. In this study, we propose a generalized algorithmic framework to unify LBreI-type methods. Our main discovery is that the gradient Lipschitz continuity assumption can be replaced by a Lipschitz-like convexity condition in both convex and nonconvex cases. The proposed framework and theory are then applied to linear/quadratic inverse problems.

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