Split convex minimization algorithm for signal recovery

A broad range of signal recovery problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm which, under mild conditions, provides a solution to such a problem. A significant improvement over the met...

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Hauptverfasser: Combettes, P.L., Pesquet, J.-C.
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description A broad range of signal recovery problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm which, under mild conditions, provides a solution to such a problem. A significant improvement over the methods currently in use in the area of signal recovery is that it is not limited to two nondifferentiable functions. An application to image restoration is demonstrated.
doi_str_mv 10.1109/ICASSP.2009.4959676
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subjects Convergence
convex optimization methods
Data acquisition
Hilbert space
Image restoration
Inverse problems
Minimization methods
Optimization methods
parallel algorithm
Parallel algorithms
Signal restoration
variational methods
Wavelet transforms
title Split convex minimization algorithm for signal recovery
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