Preconditioned alternating direction method of multipliers for inverse problems with constraints
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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]
Collections | ANU Research Publications |
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Date published: | 2017 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/112460 |
Source: | Inverse Problems |
DOI: | 10.1088/1361-6420/33/2/025004 |
Access Rights: | Open Access |
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