Abstract
We present a practical implementation of an optimal first-order method, due to Nesterov, for large-scale total variation regularization in tomographic reconstruction, image deblurring, etc. The algorithm applies to μ-strongly convex objective functions with L-Lipschitz continuous gradient. In the framework of Nesterov both μ and L are assumed known—an assumption that is seldom satisfied in practice. We propose to incorporate mechanisms to estimate locally sufficient μ and L during the iterations. The mechanisms also allow for the application to non-strongly convex functions. We discuss the convergence rate and iteration complexity of several first-order methods, including the proposed algorithm, and we use a 3D tomography problem to compare the performance of these methods. In numerical simulations we demonstrate the advantage in terms of faster convergence when estimating the strong convexity parameter μ for solving ill-conditioned problems to high accuracy, in comparison with an optimal method for non-strongly convex problems and a first-order method with Barzilai-Borwein step size selection.
| Original language | English |
|---|---|
| Journal | BIT Numerical Mathematics |
| Volume | 52 |
| Issue number | 2 |
| Pages (from-to) | 329–356 |
| ISSN | 0006-3835 |
| DOIs | |
| Publication status | Published - 2012 |
Keywords
- Optimal first-order optimization methods
- Total variation regularization
- Tomography
- Strong convexity
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