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基于序列线性组合的原始–对偶算法
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作者 颜鲁林 常小凯 《工程数学学报》 CSCD 北大核心 2023年第2期321-331,共11页
双线性鞍点问题及其对应的原问题和对偶问题在信号图像处理、机器学习、统计和高维数据处理等领域具有重要的应用,原始对偶算法是求解该类问题的有效算法。利用序列的线性组合技术,改进了Chambolle-Pock原始对偶算法子问题的求解,提出... 双线性鞍点问题及其对应的原问题和对偶问题在信号图像处理、机器学习、统计和高维数据处理等领域具有重要的应用,原始对偶算法是求解该类问题的有效算法。利用序列的线性组合技术,改进了Chambolle-Pock原始对偶算法子问题的求解,提出了一种求解双线性鞍点问题的新原始对偶算法。该算法也是Arrow-Hurwicz算法的修正,在子问题求解中将线性组合和经典的外插技术进行结合,得到了更一般的收敛性。利用变分分析证明了算法的收敛性和遍历■(1/N)收敛率,获得了保证算法收敛的步长和组合参数取值范围,求解非负最小二乘和Lasso问题的数值实验验证了算法的有效性。 展开更多
关键词 双线性鞍点问题 原始–对偶算法 序列的线性组合 收敛率
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Primal-dual algorithms for total variation based image restoration under Poisson noise Dedicated to Professor Lin Qun on the Occasion of his 80th Birthday 被引量:5
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作者 WEN YouWei CHAN Raymond Honfu ZENG TieYong 《Science China Mathematics》 SCIE CSCD 2016年第1期141-160,共20页
We consider the problem of restoring images corrupted by Poisson noise. Under the framework of maximum a posteriori estimator, the problem can be converted into a minimization problem where the objective function is c... We consider the problem of restoring images corrupted by Poisson noise. Under the framework of maximum a posteriori estimator, the problem can be converted into a minimization problem where the objective function is composed of a Kullback-Leibler(KL)-divergence term for the Poisson noise and a total variation(TV) regularization term. Due to the logarithm function in the KL-divergence term, the non-differentiability of TV term and the positivity constraint on the images, it is not easy to design stable and efficiency algorithm for the problem. Recently, many researchers proposed to solve the problem by alternating direction method of multipliers(ADMM). Since the approach introduces some auxiliary variables and requires the solution of some linear systems, the iterative procedure can be complicated. Here we formulate the problem as two new constrained minimax problems and solve them by Chambolle-Pock's first order primal-dual approach. The convergence of our approach is guaranteed by their theory. Comparing with ADMM approaches, our approach requires about half of the auxiliary variables and is matrix-inversion free. Numerical results show that our proposed algorithms are efficient and outperform the ADMM approach. 展开更多
关键词 image restoration Poisson noise total variation (TV) alternating direction method of multipliers (ADMM) PRIMAL-DUAL minimax problem
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