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arxiv: 1604.04852 · v1 · pith:CSONTXOJnew · submitted 2016-04-17 · 🧮 math.OC

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

classification 🧮 math.OC
keywords algorithmconvexfixedoperatorpointproximitydynamicfunction
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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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