Implementation of an optimal first-order method for strongly convex total variation regularization

被引:0
|
作者
T. L. Jensen
J. H. Jørgensen
P. C. Hansen
S. H. Jensen
机构
[1] Aalborg University,Department of Electronic Systems
[2] Technical University of Denmark,Department of Informatics and Mathematical Modelling
来源
BIT Numerical Mathematics | 2012年 / 52卷
关键词
Optimal first-order optimization methods; Strong convexity; Total variation regularization; Tomography; 65K10; 65R32;
D O I
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中图分类号
学科分类号
摘要
We present a practical implementation of an optimal first-order method, due to Nesterov, for large-scale total variation regularization in tomographic reconstruction, image deblurring, etc. The algorithm applies to μ-strongly convex objective functions with L-Lipschitz continuous gradient. In the framework of Nesterov both μ and L are assumed known—an assumption that is seldom satisfied in practice. We propose to incorporate mechanisms to estimate locally sufficient μ and L during the iterations. The mechanisms also allow for the application to non-strongly convex functions. We discuss the convergence rate and iteration complexity of several first-order methods, including the proposed algorithm, and we use a 3D tomography problem to compare the performance of these methods. In numerical simulations we demonstrate the advantage in terms of faster convergence when estimating the strong convexity parameter μ for solving ill-conditioned problems to high accuracy, in comparison with an optimal method for non-strongly convex problems and a first-order method with Barzilai-Borwein step size selection.
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页码:329 / 356
页数:27
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