We introduce ProxSkip—a surprisingly simple and provably efficient method for minimizing the sum of a smooth ($ f $) and an expensive nonsmooth proximable ($\psi $) function. The …
We revisit the proofs of convergence for a first order primal–dual algorithm for convex optimization which we have studied a few years ago. In particular, we prove rates of …
D Davis, W Yin - Set-valued and variational analysis, 2017 - Springer
Operator-splitting methods convert optimization and inclusion problems into fixed-point equations; when applied to convex optimization and monotone inclusion problems, the …
D Davis, W Yin - Splitting methods in communication, imaging, science …, 2016 - Springer
Operator-splitting schemes are iterative algorithms for solving many types of numerical problems. A lot is known about these methods: they converge, and in many cases we know …
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as …
S Ono - IEEE Signal Processing Letters, 2017 - ieeexplore.ieee.org
We propose a new plug-and-play image restoration method based on primal-dual splitting. Existing plug-and-play image restoration methods interpret any off-the-shelf Gaussian …
L Condat - SIAM Journal on Imaging Sciences, 2017 - SIAM
We propose a new definition for the gradient field of a discrete image defined on a twice finer grid. The differentiation process from an image to its gradient field is viewed as the …
The goal of this article is to promote the use of fixed point strategies in data science by showing that they provide a simplifying and unifying framework to model, analyze, and solve …
M Yan - Journal of Scientific Computing, 2018 - Springer
In this paper, we propose a new primal–dual algorithm for minimizing f (x)+ g (x)+ h (A x) f (x)+ g (x)+ h (A x), where f, g, and h are proper lower semi-continuous convex functions, f is …