Implementation of an optimal first-order method for strongly convex total variation regularization
We present a practical implementation of an optimal first-order method, due to Nesterov, for large-scale total variation regularization in tomographic reconstruction, image deblurring, etc. The algorithm applies to μ -strongly convex objective functions with L -Lipschitz continuous gradient. In the...
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Veröffentlicht in: | BIT (Nordisk Tidskrift for Informationsbehandling) 2012-06, Vol.52 (2), p.329-356 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We present a practical implementation of an optimal first-order method, due to Nesterov, for large-scale total variation regularization in tomographic reconstruction, image deblurring, etc. The algorithm applies to
μ
-strongly convex objective functions with
L
-Lipschitz continuous gradient. In the framework of Nesterov both
μ
and
L
are assumed known—an assumption that is seldom satisfied in practice. We propose to incorporate mechanisms to estimate locally sufficient
μ
and
L
during the iterations. The mechanisms also allow for the application to non-strongly convex functions. We discuss the convergence rate and iteration complexity of several first-order methods, including the proposed algorithm, and we use a 3D tomography problem to compare the performance of these methods. In numerical simulations we demonstrate the advantage in terms of faster convergence when estimating the strong convexity parameter
μ
for solving ill-conditioned problems to high accuracy, in comparison with an optimal method for non-strongly convex problems and a first-order method with Barzilai-Borwein step size selection. |
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ISSN: | 0006-3835 1572-9125 |
DOI: | 10.1007/s10543-011-0359-8 |