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Efficient primal-dual fixed point algorithm with dynamic stepsize for convex problems with applications to imaging restoration

Published 17 Apr 2016 in math.OC | (1604.04852v1)

Abstract: We consider the problem of finding the minimization of the sum of a convex function and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators. We design a primal-dual fixed point algorithm with dynamic stepsize based on the proximity operator and obtain a scheme with a closed form solution for each iteration. Based on Modified Mann iteration and the firmly nonexpansive properties of the proximity operator, we achieve the convergence of the proposed algorithm.

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