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arXiv 1602.06111math.OC
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压缩共轭方向:线性理论

Compressive Conjugate Directions: Linear Theory

Musa Maharramov, Stewart A. Levin

摘要:

我们提出了一个强大的和易于实现的迭代算法来解决大规模的最优化问题,涉及$L_1$ /总变差(TV)正则化。该方法是基于组合的交替方向乘法器(ADMM)的共轭方向技术的方式,允许重用共轭搜索方向构建的算法跨越多次迭代的ADMM。新方法通过权衡建模算子的多个应用程序来实现快速收敛,以增加存储先前共轭方向的内存需求。我们说明了一系列的成像和反演应用的新方法。

英文摘要:

We present a powerful and easy-to-implement iterative algorithm for solving large-scale optimization problems that involve $L_1$/total-variation (TV) regularization. The method is based on combining the Alternating Directions Method of Multipliers (ADMM) with a Conjugate Directions technique in a way that allows reusing conjugate search directions constructed by the algorithm across multiple iterations of the ADMM. The new method achieves fast convergence by trading off multiple applications of the modeling operator for the increased memory requirement of storing previous conjugate directions. We illustrate the new method with a series of imaging and inversion applications.

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