21 research outputs found
Convergence Rates with Inexact Non-expansive Operators
In this paper, we present a convergence rate analysis for the inexact
Krasnosel'skii-Mann iteration built from nonexpansive operators. Our results
include two main parts: we first establish global pointwise and ergodic
iteration-complexity bounds, and then, under a metric subregularity assumption,
we establish local linear convergence for the distance of the iterates to the
set of fixed points. The obtained iteration-complexity result can be applied to
analyze the convergence rate of various monotone operator splitting methods in
the literature, including the Forward-Backward, the Generalized
Forward-Backward, Douglas-Rachford, alternating direction method of multipliers
(ADMM) and Primal-Dual splitting methods. For these methods, we also develop
easily verifiable termination criteria for finding an approximate solution,
which can be seen as a generalization of the termination criterion for the
classical gradient descent method. We finally develop a parallel analysis for
the non-stationary Krasnosel'skii-Mann iteration. The usefulness of our results
is illustrated by applying them to a large class of structured monotone
inclusion and convex optimization problems. Experiments on some large scale
inverse problems in signal and image processing problems are shown.Comment: This is an extended version of the work presented in
http://arxiv.org/abs/1310.6636, and is accepted by the Mathematical
Programmin
Iteration-Complexity of a Generalized Forward Backward Splitting Algorithm
In this paper, we analyze the iteration-complexity of Generalized
Forward--Backward (GFB) splitting algorithm, as proposed in \cite{gfb2011}, for
minimizing a large class of composite objectives on a
Hilbert space, where has a Lipschitz-continuous gradient and the 's
are simple (\ie their proximity operators are easy to compute). We derive
iteration-complexity bounds (pointwise and ergodic) for the inexact version of
GFB to obtain an approximate solution based on an easily verifiable termination
criterion. Along the way, we prove complexity bounds for relaxed and inexact
fixed point iterations built from composition of nonexpansive averaged
operators. These results apply more generally to GFB when used to find a zero
of a sum of maximal monotone operators and a co-coercive operator on a
Hilbert space. The theoretical findings are exemplified with experiments on
video processing.Comment: 5 pages, 2 figure
Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators
The aim of this article is to present two different primal-dual methods for
solving structured monotone inclusions involving parallel sums of compositions
of maximally monotone operators with linear bounded operators. By employing
some elaborated splitting techniques, all of the operators occurring in the
problem formulation are processed individually via forward or backward steps.
The treatment of parallel sums of linearly composed maximally monotone
operators is motivated by applications in imaging which involve first- and
second-order total variation functionals, to which a special attention is
given.Comment: 25 page