scholarly journals SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs

2020 ◽  
Vol 65 (6) ◽  
pp. 2355-2370
Author(s):  
Yue Xie ◽  
Uday V. Shanbhag
Keyword(s):  
2014 ◽  
Author(s):  
John E. Mitchell ◽  
Jong-Shi Pang ◽  
Yu-Ching Lee ◽  
Bin Yu ◽  
Lijie Bai

2018 ◽  
Vol 8 (3) ◽  
pp. 407-443 ◽  
Author(s):  
Axel Flinth ◽  
Pierre Weiss

Abstract We study the solutions of infinite dimensional inverse problems over Banach spaces. The regularizer is defined as the total variation of a linear mapping of the function to recover, while the data fitting term is a near arbitrary function. The first contribution describes the solution’s structure: we show that under mild assumptions, there always exists an $m$-sparse solution, where $m$ is the number of linear measurements of the signal. Our second contribution is about the computation of the solution. While most existing works first discretize the problem, we show that exact solutions of the infinite dimensional problem can be obtained by solving one or two consecutive finite dimensional convex programs depending on the measurement functions structures. We finish by showing an application on scattered data approximation. These results extend recent advances in the understanding of total-variation regularized inverse problems.


Author(s):  
Kenneth O. Kortanek ◽  
Guolin Yu ◽  
Qinghong Zhang

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