A Preconditioning Technique for First-Order Primal-Dual Splitting Method in Convex Optimization

Meng Wen, Jigen Peng, Yuchao Tang, Chuanxi Zhu and Shigang Yue

Mathematical Problems in Engineering, 2017, vol. 2017, 1-11

Abstract:

We introduce a preconditioning technique for the first-order primal-dual splitting method. The primal-dual splitting method offers a very general framework for solving a large class of optimization problems arising in image processing. The key idea of the preconditioning technique is that the constant iterative parameters are updated self-adaptively in the iteration process. We also give a simple and easy way to choose the diagonal preconditioners while the convergence of the iterative algorithm is maintained. The efficiency of the proposed method is demonstrated on an image denoising problem. Numerical results show that the preconditioned iterative algorithm performs better than the original one.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:3694525

DOI: 10.1155/2017/3694525

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