A forward–backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space
Creators
- 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/10.1088/0266-5611/25/1/015005Additional 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