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A First-Order Splitting Method for Solving a Large-Scale Composite Convex Optimization Problem

机译:一种求解大规模复合凸优化问题的一阶分裂方法

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摘要

The forward-backward operator splitting algorithm is one of the mostimportant methods for solving the optimization problem of the sum of two convexfunctions, where one is differentiable with a Lipschitz continuous gradient andthe other is possible nonsmooth but it is proximable. It is convenient to solvesome optimization problems through the form of dual problem or the form ofprimal-dual problem. Both methods are mature in theory. In this paper, weconstruct several efficient first-order splitting algorithms for solving amulti-block composite convex optimization problem. The objective functionincludes a smooth function with Lipschitz continuous gradient, a proximableconvex function may be nonsmooth, and a finite sum of a composition of aproximable function with a bounded linear operator. In order to solve suchoptimization problem, by defining an appropriate inner product space, wetransform the optimization problem into the form of the sum of three convexfunctions. Based on the dual forward-backward splitting algorithm and theprimal-dual forward-backward splitting algorithm, we develop several iterativealgorithms, which consist of only computing the gradient of the differentiablefunction and proximity operators of related convex functions. These iterativealgorithms are matrix-inversion free and are completely splitting. Finally, weemploy the proposed iterative algorithms to solve a regularized general priorimage constrained compressed sensing (PICCS) model, which derived from computedtomography (CT) images reconstruction under sparse sampling of projectionmeasurements. The numerical results show the outperformance of our proposediterative algorithms by comparing to other algorithms.
机译:前后操作员分裂算法是解决两个凸函数的总和的优化问题之一,其中一个与唇形连续梯度不同,而另一个是可能的非光滑的,但它是可倾向的。通过双重问题的形式或ofprimal-dual问题的形式求解优化问题是方便的。这两种方法都在理论上成熟。在本文中,WeConstruct几种有效的一阶拆分算法,用于解决Amulti-Block复合凸优化问题。目的函数在leipschitz连续梯度方面是平滑的函数,Proximableconvex功能可以是非光滑的,以及具有有边线性操作员的特征函数的组成的有限和。为了解决如此优化问题,通过定义适当的内部产品空间,WETRANSFORM以三个凸函数的总和的形式。基于双向后拆分算法和双向双向后向后分裂算法,我们开发了几个迭代型GORITHMS,其仅包括计算相关凸起功能的差分功能和接近运算符的梯度。这些IterativeAlGorithms是矩阵反转,并且完全分裂。最后,揭开了所提出的迭代算法来解决正则化的一般优先考虑受限的压缩感(PICCS)模型,该模型从投影释放的稀疏采样下衍生自计算的模型(CT)图像重建。数值结果通过与其他算法进行比较,显示了我们的拟议算法算法的表现。

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    Yuchao Tang;

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  • 年度 2019
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