Unmatched Preconditioning of the Proximal Gradient Algorithm

This work addresses the resolution of penalized least-squares problems using the proximal gradient algorithm (PGA). PGA can be accelerated by preconditioning strategies. However, typical effective choices of preconditioners may correspond to intricate matrices that are not easily inverted, leading t...

Full description

Saved in:
Bibliographic Details
Published in:IEEE signal processing letters Vol. 29; pp. 1122 - 1126
Main Authors: Savanier, Marion, Chouzenoux, Emilie, Pesquet, Jean-Christophe, Riddell, Cyril
Format: Journal Article
Language:English
Published: New York IEEE 2022
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Institute of Electrical and Electronics Engineers
Subjects:
ISSN:1070-9908, 1558-2361
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Be the first to leave a comment!
You must be logged in first