Accelerated iterative regularization via dual diagonal descent - Archive ouverte HAL
Preprints, Working Papers, ... Year : 2019

Accelerated iterative regularization via dual diagonal descent

Luca Calatroni
Silvia Villa
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Abstract

We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse problems with general regularization and data-fit functions. In particular , we develop an inertial approach of which we analyze both convergence and stability. Using tools from inexact proximal calculus, we prove early stopping results with optimal convergence rates for additive data-fit terms as well as more general cases, such as the Kullback-Leibler divergence, for which different type of proximal point approximations hold.
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Dates and versions

hal-02423682 , version 1 (24-12-2019)

Identifiers

  • HAL Id : hal-02423682 , version 1

Cite

Luca Calatroni, Guillaume Garrigos, Lorenzo Rosasco, Silvia Villa. Accelerated iterative regularization via dual diagonal descent. 2019. ⟨hal-02423682⟩
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