Adaptive Primal Dual Optimization for Image Processing and Learning

نویسندگان

  • Tom Goldstein
  • Ernie Esser
  • Richard Baraniuk
چکیده

The Primal-Dual Hybrid Gradient method is a powerful splitting scheme for largescale constrained and non-differentiable problems. We present practical adaptive variants of PDHG that converge more quicky and are easier to use than conventional splitting schemes. We also study the convergence of PDHG, and prove new results guaranteeing convergence of the method when adaptivity is used properly.

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تاریخ انتشار 2013