Published January 2009 | Version v1
Journal article

A forward–backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space

  • 1. Center for Industrial Mathematics, Fachbereich 3, University of Bremen, Postfach 330440, D-28334 Bremen (Germany)

Description

We consider the task of computing an approximate minimizer of the sum of a smooth and a non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward–backward splitting method for the subgradients in Hilbert space, we propose a generalization which involves the iterative solution of simpler subproblems. Descent and convergence properties of this new algorithm are studied. Furthermore, the results are applied to the minimization of Tikhonov-functionals associated with linear inverse problems and semi-norm penalization in Banach spaces. With the help of Bregman–Taylor-distance estimates, rates of convergence for the forward–backward splitting procedure are obtained. Examples which demonstrate the applicability are given, in particular, a generalization of the iterative soft-thresholding method by Daubechies, Defrise and De Mol to Banach spaces as well as total-variation-based image restoration in higher dimensions are presented

Availability note (English)

Available from http://dx.doi.org/10.1088/0266-5611/25/1/015005

Additional details

Identifiers

DOI
10.1088/0266-5611/25/1/015005;
PII
S0266-5611(09)85762-6;

Publishing Information

Journal Title
Inverse Problems
Journal Volume
25
Journal Issue
1
Journal Page Range
[20 p.]
ISSN
0266-5611
CODEN
INVPET

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
44092008
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ALGORITHMS; BANACH SPACE; DISTANCE; FUNCTIONALS; IMAGES; ITERATIVE METHODS; MINIMIZATION; REGRESSION ANALYSIS; VARIATIONS
Descriptors DEC
CALCULATION METHODS; FUNCTIONS; MATHEMATICAL LOGIC; MATHEMATICAL SPACE; MATHEMATICS; OPTIMIZATION; SPACE; STATISTICS