Primal-dual splitting scheme with backtracking for handling with epigraphic constraint and sparse analysis regularization

Abstract: The convergence of many proximal algorithms involving a gradient descent relies on its Lipschitz constant. To avoid computing it, backtracking rules can be used. While such a rule has already been designed for the forward-backward algorithm (FBwB), this scheme is not flexible enough when a non-differentiable penalization with a linear operator is added to a constraint. In this work we propose a backtracking rule for the primal-dual scheme (PDwB), and evaluate its performance for the epigraphical constrained high dynamical reconstruction in high contrast polarimetric imaging, under TV penalization.