A Preconditioning Technique for First-Order Primal-Dual Splitting Method in Convex Optimization

作者:Wen, Meng; Peng, Jigen*; Tang, Yuchao; Zhu, Chuanxi; Yue, Shigang
来源:Mathematical Problems in Engineering, 2017, 2017: 3694525.
DOI:10.1155/2017/3694525

摘要

We introduce a preconditioning technique for the first-order primal-dual splitting method. The primal-dual splitting method offers a very general framework for solving a large class of optimization problems arising in image processing. The key idea of the preconditioning technique is that the constant iterative parameters are updated self-adaptively in the iteration process. We also give a simple and easy way to choose the diagonal preconditioners while the convergence of the iterative algorithm is maintained. The efficiency of the proposedmethod is demonstrated on an image denoising problem. Numerical results showthat the preconditioned iterative algorithm performs better than the original one.