An alternating semiproximal method for nonconvex regularized structured total least squares problems

Amir Beck, Shoham Sabach, Marc Teboulle

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

We consider a broad class of regularized stru ctured total least squares (RSTLS) problems encompassing many scenarios in image processing. This class of problems results in a nonconvex and often nonsmooth model in large dimension. To tackle this difficult class of problems we introduce a novel algorithm which blends proximal and alternating minimization methods by beneficially exploiting data information and structures inherently present in RSTLS. The proposed algorithm, which can also be applied to more general problems, is proven to globally converge to critical points and is amenable to efficient and simple computational steps. We illustrate our theoretical findings by presenting numerical experiments on deblurring large scale images, which demonstrate the viability and effectiveness of the proposed method.

Original languageEnglish
Pages (from-to)1129-1150
Number of pages22
JournalSIAM Journal on Matrix Analysis and Applications
Volume37
Issue number3
DOIs
StatePublished - 2016

Funding

FundersFunder number
Israel Science FoundationISF 998/12

    Keywords

    • Alternating minimization
    • Global convergence
    • Kurdyka-Lojasiewisz property
    • Nonconvex-nonsmooth minimization
    • Proximal gradient methods
    • Regularized structured total least squares
    • Semialgebraic functions

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