Accelerated Primal-Dual Fixed Point Method
Plenary Talk, Union of Mathematical Imaging (UMI), Enshi, Hubei, China
This work proposes an Accelerated Primal–Dual Fixed-Point (APDFP) method that employs Nesterov type acceleration to solve composite problems of the form \(\min_x\, f(x)+g\circ B(x)\), where \(g\) is nonsmooth and \(B\) is a linear operator. The APDFP features fully decoupled iterations and can be regarded as a generalization of Nesterov’s accelerated gradient the setting where the \(B\) can be non identity matrix.Theoretically, we improve the convergence rate of the partial primal-dual gap with respect to the Lipschitz constant of gradient of \(f\) from \(\mathcal{O}(\frac{1}{k})\) to \(\mathcal{O}(\frac{1}{k^2})\). Numerical experiments on graph-guided logistic regression and CT image reconstruction are conducted to validate the correctness and demonstrate the efficiency of the proposed method.
