A forward-backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space

被引:39
作者
Bredies, Kristian [1 ]
机构
[1] Univ Bremen, Ctr Ind Math, D-28334 Bremen, Germany
关键词
ILL-POSED PROBLEMS; UNIFORMLY CONVEX; REGULARIZATION; INEQUALITIES; OPERATORS;
D O I
10.1088/0266-5611/25/1/015005
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the task of computing an approximate minimizer of the sum of a smooth and a non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward - backward splitting method for the subgradients in Hilbert space, we propose a generalization which involves the iterative solution of simpler subproblems. Descent and convergence properties of this new algorithm are studied. Furthermore, the results are applied to the minimization of Tikhonov-functionals associated with linear inverse problems and semi-norm penalization in Banach spaces. With the help of Bregman-Taylor-distance estimates, rates of convergence for the forward backward splitting procedure are obtained. Examples which demonstrate the applicability are given, in particular, a generalization of the iterative soft-thresholding method by Daubechies, Defrise and De Mol to Banach spaces as well as total-variation-based image restoration in higher dimensions are presented.
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页数:20
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