A general inertial proximal point method for mixed variational inequality problem

In this paper, we first propose a general inertial proximal point method for the mixed variational inequality (VI) problem. Based on our knowledge, without stronger assumptions, convergence rate result is not known in the literature for inertial type proximal point methods. Under certain conditions, we are able to establish the global convergence and a $o(1/k)$ … Read more

Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization

The nuclear norm is widely used to induce low-rank solutions for many optimization problems with matrix variables. Recently, it has been shown that the augmented Lagrangian method (ALM) and the alternating direction method (ADM) are very efficient for many convex programming problems arising from various applications, provided that the resulting subproblems are sufficiently simple to … Read more

A Fast Algorithm for Total Variation Image Reconstruction from Random Projections

Total variation (TV) regularization is popular in image restoration and reconstruction due to its ability to preserve image edges. To date, most research activities on TV models concentrate on image restoration from blurry and noisy observations, while discussions on image reconstruction from random projections are relatively fewer. In this paper, we propose, analyze, and test … Read more

Alternating Direction Algorithms for $\ell_1hBcProblems in Compressive Sensing

In this paper, we propose and study the use of alternating direction algorithms for several $\ell_1$-norm minimization problems arising from sparse solution recovery in compressive sensing, including the basis pursuit problem, the basis-pursuit denoising problems of both unconstrained and constrained forms, as well as others. We present and investigate two classes of algorithms derived from … Read more

Alternating direction algorithms for total variation deconvolution in image reconstruction

Image restoration and reconstruction from blurry and noisy observation is known to be ill-posed. To stabilize the recovery, total variation (TV) regularization was introduced by Rudin, Osher and Fatemi in \cite{LIR92}, which has demonstrated superiority in preserving image edges. However, the nondifferentiability of TV makes the underlying optimization problems difficult to solve. In this paper, … Read more