Subspace Correction Methods for Total Variation and $\ell_1$-Minimization

  • Authors:
  • Massimo Fornasier;Carola-Bibiane Schönlieb

  • Affiliations:
  • massimo.fornasier@oeaw.ac.at;c.b.s.schonlieb@damtp.cam.ac.uk

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 2009

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Abstract

This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a seminorm for a subspace. The optimization is realized by alternating minimizations of the functional on a sequence of orthogonal subspaces. On each subspace an iterative proximity-map algorithm is implemented via oblique thresholding, which is the main new tool introduced in this work. We provide convergence conditions for the algorithm in order to compute minimizers of the target energy. Analogous results are derived for a parallel variant of the algorithm. Applications are presented in domain decomposition methods for degenerate elliptic PDEs arising in total variation minimization and in accelerated sparse recovery algorithms based on $\ell_1$-minimization. We include numerical examples which show efficient solutions to classical problems in signal and image processing.