Projective method of multipliers for linearly constrained convex\n minimization

2016/09/02 by Majela Pentón Machado, Machado, Majela Pentón
Engineering · Mathematics · #FOS: Mathematics #Numerical methods in inverse problems #Optimization and Control (math.OC) #Photoacoustic and Ultrasonic Imaging #Sparse and Compressive Sensing Techniques

paper · pdf · doi:10.48550/arxiv.1609.00467

openalex publication_date 2016/09/02 · openalex created_date 2022/10/06 · openalex updated_date 2026/07/28

Abstract

We present a method for solving linearly constrained convex optimization\nproblems, which is based on the application of known algorithms for finding\nzeros of the sum of two monotone operators (presented by Eckstein and Svaiter)\nto the dual problem. We establish convergence rates for the new method, and we\npresent applications to TV denoising and compressed sensing problems.\n

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