On the linear convergence rates of exchange and continuous methods for total variation minimization - Archive ouverte HAL
Article Dans Une Revue Mathematical Programming Année : 2020

On the linear convergence rates of exchange and continuous methods for total variation minimization

Résumé

We analyze an exchange algorithm for the numerical solution total-variation regularized inverse problems over the space M(Ω) of Radon measures on a subset Ω of R d. Our main result states that under some regularity conditions, the method eventually converges linearly. Additionally, we prove that continuously optimizing the amplitudes of positions of the target measure will succeed at a linear rate with a good initialization. Finally, we propose to combine the two approaches into an alternating method and discuss the comparative advantages of this approach.
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Dates et versions

hal-02136598 , version 1 (20-06-2019)
hal-02136598 , version 2 (24-07-2020)

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Axel Flinth, Frédéric de Gournay, Pierre Weiss. On the linear convergence rates of exchange and continuous methods for total variation minimization. Mathematical Programming, 2020, ⟨10.1007/s10107-020-01530-0⟩. ⟨hal-02136598v2⟩
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