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Preconditioned alternating direction method of multipliers for inverse problems with constraints

Jiao, Yuling; Jin, Qinian; Lu, Xiliang; Wang, Weijie

Description

We propose a preconditioned alternating direction method of multipliers (ADMM) to solve linear inverse problems in Hilbert spaces with constraints, where the feature of the sought solution under a linear transformation is captured by a possibly non-smooth convex function. During each iteration step, our method avoids solving large linear systems by choosing a suitable preconditioning operator. In case the data is given exactly, we prove the convergence of our preconditioned ADMM without...[Show more]

CollectionsANU Research Publications
Date published: 2017
Type: Journal article
URI: http://hdl.handle.net/1885/112460
Source: Inverse Problems
DOI: 10.1088/1361-6420/33/2/025004

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