Academic Journal
Convergence analysis of a primal-dual optimization-by-continuation algorithm
| العنوان: | Convergence analysis of a primal-dual optimization-by-continuation algorithm |
|---|---|
| المؤلفون: | Loris, Ignace, Rebegoldi, Simone |
| المصدر: | Journal of computational and applied mathematics |
| سنة النشر: | 2024 |
| المجموعة: | DI-fusion : dépôt institutionnel de l'Université libre de Bruxelles (ULB) |
| مصطلحات موضوعية: | Sciences exactes et naturelles, Mathématiques, Recherche opérationnelle |
| الوصف: | We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differentiable, a second one is prox-simple and the third one is the composition of a linear map and a prox-simple function. The algorithm's special feature lies in its ability to approximate, in a single iteration run, the minimizers of the cost function for many different values of the parameters determining the relative weight of the three terms in the cost function. A proof of convergence of the algorithm, based on an inexact variable metric approach, is also provided. As a special case, one recovers a generalization of the primal-dual algorithm of Chambolle and Pock, and also of the proximal-gradient algorithm. Finally, we show how it is related to a primal-dual iterative algorithm based on inexact proximal evaluations of the non-smooth terms of the cost function. ; Submitted. ; info:eu-repo/semantics/inPress |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | 1 full-text file(s): application/pdf |
| اللغة: | English |
| Relation: | https://dipot.ulb.ac.be/dspace/bitstream/2013/366727/3/2022-Lorisetal-DI-fusion-preprint.pdf; http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/366727 |
| الاتاحة: | http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/366727 https://dipot.ulb.ac.be/dspace/bitstream/2013/366727/3/2022-Lorisetal-DI-fusion-preprint.pdf |
| رقم الانضمام: | edsbas.1E0B334C |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |