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Preconditioned and accelerated Douglas-Rachford algorithms for the solution of variational imaging problems

Presented by: 
Kristian Bredies
Tuesday 5th September 2017 - 12:00 to 12:50
INI Seminar Room 1
Co-author: Hongpeng Sun (Renmin University of China)

We present preconditioned and accelerated versions of the Douglas-Rachford (DR) splitting method for the solution of convex-concave saddle-point problems which often arise in variational imaging. The methods enable to replace the solution of a linear system in each iteration step in the corresponding DR iteration by approximate solvers without the need of controlling the error. These iterations are shown to converge in Hilbert space under minimal assumptions on the preconditioner and for any step-size. Moreover, ergodic sequences associated with the iteration admit at least a convergence rate in terms of restricted primal-dual gaps. Further, strong convexity of one or both of the involved functionals allow for acceleration strategies that yield improved rates of and
for , respectively.

The methods are applied to non-smooth and convex variational imaging problems. We discuss denoising and deconvolution with and discrepancy and total variation (TV) as well as total generalized variation (TGV) penalty. Preconditioners which are specific to these problems are presented, the results of numerical experiments are shown and the benefits of the respective preconditioned iterations are discussed.

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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons