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l1 regularization is used to preserve edges or enforce sparsity in a solution to an inverse problem. We investigate the split Bregman and the majorization-minimization iterative methods that turn this nonsmooth minimization problem into a sequence of steps that include solving an -regularized minimization problem. We consider selecting the regularization parameter in the inner generalized Tikhonov regularization problems that occur at each iteration in these iterative methods. The generalized cross validation method and chi2 degrees of freedom test are extended to these inner problems. In particular, for the chi2 test this includes extending the result for problems in which the regularization operator has more rows than columns and showing how to use the -weighted generalized inverse to estimate prior information at each inner iteration. Numerical experiments for image deblurring problems demonstrate that it is more effective to select the regularization parameter automatically within the iterative schemes than to keep it fixed for all iterations. Moreover, an appropriate regularization parameter can be estimated in the early iterations and fixed to convergence.
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Bregman Forward-Backward Operator Splitting
We establish the convergence of the forward-backward splitting algorithm based on Bregman distances for the sum of two monotone operators in reflexive Banach spaces. Even in Euclidean spaces, the convergence of this algorithm has so far been proved only in the case of minimization problems. The proposed framework features Bregman distances that vary over the iterations and a novel assumption on the single-valued operator that captures various properties scattered in the literature. In the minimization setting, we obtain rates that are sharper than existing ones.
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- Award ID(s):
- 1818946
- PAR ID:
- 10233514
- Date Published:
- Journal Name:
- Set-Valued and Variational Analysis
- ISSN:
- 1877-0533
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1007/s11228-020-00563-z
