We present and analyze ways to apply the Alternating Direction Method (ADM) to bound-constrained quadratic problems including ℓ1 and ℓ2 regularized linear least-squares problems. The resulting ADM schemes require the solution of two subproblems at each iteration: the first one is a linear system, the second one is a boundconstrained optimization problem with closed-form solution. Numerical results on image deblurring problems are provided and comparisons are made with a Newton-based method and a first-order method for bound-constrained optimization.

Solving regularized linear least-squares problems by alternating direction methods with applications to image restoration / J.J.Zhang; B.Morini. - In: ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS. - ISSN 1068-9613. - ELETTRONICO. - 40:(2013), pp. 356-372.

Solving regularized linear least-squares problems by alternating direction methods with applications to image restoration

MORINI, BENEDETTA
2013

Abstract

We present and analyze ways to apply the Alternating Direction Method (ADM) to bound-constrained quadratic problems including ℓ1 and ℓ2 regularized linear least-squares problems. The resulting ADM schemes require the solution of two subproblems at each iteration: the first one is a linear system, the second one is a boundconstrained optimization problem with closed-form solution. Numerical results on image deblurring problems are provided and comparisons are made with a Newton-based method and a first-order method for bound-constrained optimization.
2013
40
356
372
J.J.Zhang; B.Morini
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/819275
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