Linearized Alternating Direction Method of Multipliers for Constrained Linear Least-Squares Problem
2012 ◽
Vol 2
(4)
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pp. 326-341
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Keyword(s):
Abstract.The alternating direction method of multipliers (ADMM) is applied to a constrained linear least-squares problem, where the objective function is a sum of two least-squares terms and there are box constraints. The original problem is decomposed into two easier least-squares subproblems at each iteration, and to speed up the inner iteration we linearize the relevant subproblem whenever it has no known closed-form solution. We prove the convergence of the resulting algorithm, and apply it to solve some image deblurring problems. Its efficiency is demonstrated, in comparison with Newton-type methods.
Keyword(s):
1997 ◽
Vol 1
(3)
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pp. 196-201
2012 ◽
Vol 8
(4)
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pp. 1057-1069
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2005 ◽
Vol 169
(2)
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pp. 1305-1323
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