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Convergence analysis for a primal-dual monotone + skew splitting algorithm with applications to total variation minimization

Radu Ioan Bot(radu.bot***at***mathematik.tu-chemnitz.de)
Christopher Hendrich(christopher.hendrich***at***mathematik.tu-chemnitz.de)

Abstract: In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7]. Firstly, in the particular case of convex minimization problems, we derive convergence rates for the sequence of objective function values by making use of conjugate duality techniques. Secondly, we propose for the general monotone inclusion problem two new schemes which accelerate the sequences of primal and/or dual iterates, provided strong monotonicity assumptions for some of the involved operators are fulfilled. Finally, we apply the theoretical achievements in the context of different types of image restoration problems solved via total variation regularization.

Keywords: splitting method, Fenchel duality, convergence statements, image processing

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

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Entry Submitted: 11/07/2012
Entry Accepted: 11/07/2012
Entry Last Modified: 11/07/2012

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