Mathematics – Numerical Analysis
Scientific paper
2011-05-18
Mathematics
Numerical Analysis
23 pages, 4 figures
Scientific paper
We present a practical implementation of an optimal first-order method, due to Nesterov, for large-scale total variation regularization in tomographic reconstruction, image deblurring, etc. The algorithm applies to $\mu$-strongly convex objective functions with $L$-Lipschitz continuous gradient. In the framework of Nesterov both $\mu$ and $L$ are assumed known -- an assumption that is seldom satisfied in practice. We propose to incorporate mechanisms to estimate locally sufficient $\mu$ and $L$ during the iterations. The mechanisms also allow for the application to non-strongly convex functions. We discuss the iteration complexity of several first-order methods, including the proposed algorithm, and we use a 3D tomography problem to compare the performance of these methods. The results show that for ill-conditioned problems solved to high accuracy, the proposed method significantly outperforms state-of-the-art first-order methods, as also suggested by theoretical results.
Hansen Per Christian
Jensen Søren Holdt
Jensen Tobias Lindstrøm
Jørgensen Jakob Heide
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