A First-Order Splitting Method for Solving a Large-Scale Composite Convex Optimization Problem

A First-Order Splitting Method for Solving a Large-Scale Composite Convex Optimization Problem

Year:    2019

Author:    Yuchao Tang, Guorong Wu, Chuanxi Zhu

Journal of Computational Mathematics, Vol. 37 (2019), Iss. 5 : pp. 666–688

Abstract

In this paper, we construct several efficient first-order splitting algorithms for solving a multi-block composite convex optimization problem. The objective function includes a smooth function with a Lipschitz continuous gradient, a proximable convex function that may be nonsmooth, and a finite sum composed of a proximable function and a bounded linear operator. To solve such an optimization problem, we transform it into the sum of three convex functions by defining an appropriate inner product space. Based on the dual forward-backward splitting algorithm and the primal-dual forward-backward splitting algorithm, we develop several iterative algorithms that involve only computing the gradient of the differentiable function and proximity operators of related convex functions. These iterative algorithms are matrix-inversion-free and completely splitting algorithms. Finally, we employ the proposed iterative algorithms to solve a regularized general prior image constrained compressed sensing model that is derived from computed tomography image reconstruction. Numerical results show that the proposed iterative algorithms outperform the compared algorithms including the alternating direction method of multipliers, the splitting primal-dual proximity algorithm, and the preconditioned splitting primal-dual proximity algorithm.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.1808-m2018-0027

Journal of Computational Mathematics, Vol. 37 (2019), Iss. 5 : pp. 666–688

Published online:    2019-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    23

Keywords:    Forward-backward splitting method Primal-dual Dual Proximity operator.

Author Details

Yuchao Tang

Guorong Wu

Chuanxi Zhu

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