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Preconditioned ADMM with nonlinear operator constraint

Published 2 Nov 2015 in math.NA and math.OC | (1511.00425v1)

Abstract: We are presenting a modification of the well-known Alternating Direction Method of Multipliers (ADMM) algorithm with additional preconditioning that aims at solving convex optimisation problems with nonlinear operator constraints. Connections to the recently developed Nonlinear Primal-Dual Hybrid Gradient Method (NL-PDHGM) are presented, and the algorithm is demonstrated to handle the nonlinear inverse problem of parallel Magnetic Resonance Imaging (MRI).

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