An Implementable Splitting Algorithm for the ℓ1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell _1$$\end{document}

The split feasibility problem (SFP) captures a wide range of inverse problems, such as signal processing, image reconstruction, and so on. Recently, applications of $$\ell _1$$ℓ1-norm regularization to linear inverse problems, a special case of SFP, have been received a considerable amount of attention in the signal/image processing and statistical learning communities. However, the study of the $$\ell _1$$ℓ1-norm regularized SFP still deserves attention, especially in terms of algorithmic issues. In this paper, we shall propose an algorithm for solving the $$\ell _1$$ℓ1-norm regularized SFP. More specifically, we first formulate the $$\ell _1$$ℓ1-norm regularized SFP as a separable convex minimization problem with linear constraints, and then introduce our splitting method, which takes advantage of the separable structure and gives rise to subproblems with closed-form solutions. We prove global convergence of the proposed algorithm under certain mild conditions. Moreover, numerical experiments on an image deblurring problem verify the efficiency of our algorithm.

[1]  Raymond H. Chan,et al.  Journal of Computational and Applied Mathematics a Reduced Newton Method for Constrained Linear Least-squares Problems , 2022 .

[2]  Junfeng Yang,et al.  Alternating Direction Algorithms for 1-Problems in Compressive Sensing , 2009, SIAM J. Sci. Comput..

[3]  Jen-Chih Yao,et al.  Relaxed extragradient methods for finding minimum-norm solutions of the split feasibility problem , 2012 .

[4]  Yiju Wang,et al.  A new CQ method for solving split feasibility problem , 2010 .

[5]  Marc Teboulle,et al.  Gradient-based algorithms with applications to signal-recovery problems , 2010, Convex Optimization in Signal Processing and Communications.

[6]  Xiaoming Yuan,et al.  Linearized Alternating Direction Method of Multipliers for Constrained Linear Least-Squares Problem , 2012 .

[7]  Xiaoming Yuan,et al.  Solving Large-Scale Least Squares Semidefinite Programming by Alternating Direction Methods , 2011 .

[8]  L. Reichel,et al.  Fractional Tikhonov regularization for linear discrete ill-posed problems , 2011 .

[9]  Patrick L. Combettes,et al.  Signal Recovery by Proximal Forward-Backward Splitting , 2005, Multiscale Model. Simul..

[10]  Stephen P. Boyd,et al.  Proximal Algorithms , 2013, Found. Trends Optim..

[11]  B. Martinet Brève communication. Régularisation d'inéquations variationnelles par approximations successives , 1970 .

[12]  Xiaoming Yuan,et al.  An efficient simultaneous method for the constrained multiple-sets split feasibility problem , 2012, Comput. Optim. Appl..

[13]  Bingsheng He,et al.  A customized proximal point algorithm for convex minimization with linear constraints , 2013, Comput. Optim. Appl..

[14]  K. Frick,et al.  Regularization of linear ill-posed problems by the augmented Lagrangian method and variational inequalities , 2012, 1204.0771.

[15]  Y. Censor,et al.  A unified approach for inversion problems in intensity-modulated radiation therapy , 2006, Physics in medicine and biology.

[16]  Shiqian Ma Alternating Direction Method of Multipliers for Sparse Principal Component Analysis , 2011, Journal of the Operations Research Society of China.

[17]  Patrick L. Combettes,et al.  Proximal Splitting Methods in Signal Processing , 2009, Fixed-Point Algorithms for Inverse Problems in Science and Engineering.

[18]  Bertolt Eicke Iteration methods for convexly constrained ill-posed problems in hilbert space , 1992 .

[19]  Yair Censor,et al.  Algorithms for the Split Variational Inequality Problem , 2010, Numerical Algorithms.

[20]  Stephen J. Wright,et al.  Sparse Reconstruction by Separable Approximation , 2008, IEEE Transactions on Signal Processing.

[21]  N. Xiu,et al.  A note on the CQ algorithm for the split feasibility problem , 2005 .

[22]  Xiaoming Yuan,et al.  Alternating Direction Method for Covariance Selection Models , 2011, Journal of Scientific Computing.

[23]  José M. Bioucas-Dias,et al.  Fast Image Recovery Using Variable Splitting and Constrained Optimization , 2009, IEEE Transactions on Image Processing.

[24]  Stephen P. Boyd,et al.  Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers , 2011, Found. Trends Mach. Learn..

[25]  Qingzhi Yang The relaxed CQ algorithm solving the split feasibility problem , 2004 .

[26]  Raymond H. Chan,et al.  Constrained Total Variation Deblurring Models and Fast Algorithms Based on Alternating Direction Method of Multipliers , 2013, SIAM J. Imaging Sci..

[27]  C. Byrne,et al.  A unified treatment of some iterative algorithms in signal processing and image reconstruction , 2003 .

[28]  Yan Gao,et al.  The strong convergence of a KM–CQ-like algorithm for a split feasibility problem , 2010 .

[29]  John N. Tsitsiklis,et al.  Parallel and distributed computation , 1989 .

[30]  B. Mercier,et al.  A dual algorithm for the solution of nonlinear variational problems via finite element approximation , 1976 .

[31]  Ashutosh Sabharwal,et al.  Convexly constrained linear inverse problems: iterative least-squares and regularization , 1998, IEEE Trans. Signal Process..

[32]  Xiangfeng Wang,et al.  The Linearized Alternating Direction Method of Multipliers for Dantzig Selector , 2012, SIAM J. Sci. Comput..

[33]  Yair Censor,et al.  A multiprojection algorithm using Bregman projections in a product space , 1994, Numerical Algorithms.

[34]  Xiaoming Yuan,et al.  A customized Douglas–Rachford splitting algorithm for separable convex minimization with linear constraints , 2013, Numerische Mathematik.

[35]  Y. Liou,et al.  Regularized Methods for the Split Feasibility Problem , 2012 .

[36]  David L Donoho,et al.  Compressed sensing , 2006, IEEE Transactions on Information Theory.

[37]  Marc Teboulle,et al.  A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems , 2009, SIAM J. Imaging Sci..

[38]  D. Donoho,et al.  Atomic Decomposition by Basis Pursuit , 2001 .

[39]  A. N. Tikhonov,et al.  Solutions of ill-posed problems , 1977 .

[40]  J. Moreau Fonctions convexes duales et points proximaux dans un espace hilbertien , 1962 .

[41]  Deren Han,et al.  A self-adaptive projection method for solving the multiple-sets split feasibility problem , 2009 .

[42]  Wenlong Zhu,et al.  A Note on Approximating Curve with 1-Norm Regularization Method for the Split Feasibility Problem , 2012, J. Appl. Math..

[43]  Raymond H. Chan,et al.  Alternating Direction Method for Image Inpainting in Wavelet Domains , 2011, SIAM J. Imaging Sci..

[44]  Bingsheng He,et al.  A new inexact alternating directions method for monotone variational inequalities , 2002, Math. Program..

[45]  Tal Schuster,et al.  Nonlinear iterative methods for linear ill-posed problems in Banach spaces , 2006 .

[46]  Hong-Kun Xu A variable Krasnosel'skii–Mann algorithm and the multiple-set split feasibility problem , 2006 .

[47]  L. Potter,et al.  A dual approach to linear inverse problems with convex constraints , 1993 .

[48]  Xiaoming Yuan,et al.  Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure , 2013 .

[49]  Roger Fletcher,et al.  Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming , 2005, Numerische Mathematik.

[50]  Y. Censor,et al.  Perturbed projections and subgradient projections for the multiple-sets split feasibility problem , 2007 .

[51]  Hong-Kun Xu Iterative methods for the split feasibility problem in infinite-dimensional Hilbert spaces , 2010 .

[52]  R. Rockafellar,et al.  On the maximal monotonicity of subdifferential mappings. , 1970 .

[53]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[54]  Jian-Feng Cai,et al.  Linearized Bregman iterations for compressed sensing , 2009, Math. Comput..

[55]  H. Engl,et al.  Regularization of Inverse Problems , 1996 .

[56]  Mário A. T. Figueiredo,et al.  Gradient Projection for Sparse Reconstruction: Application to Compressed Sensing and Other Inverse Problems , 2007, IEEE Journal of Selected Topics in Signal Processing.

[57]  Dimitri P. Bertsekas,et al.  On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators , 1992, Math. Program..

[58]  Xiaoming Yuan,et al.  Matrix completion via an alternating direction method , 2012 .

[59]  Y. Censor,et al.  Iterative Projection Methods in Biomedical Inverse Problems , 2008 .

[60]  C. Byrne,et al.  Iterative oblique projection onto convex sets and the split feasibility problem , 2002 .

[61]  Y. Censor,et al.  The multiple-sets split feasibility problem and its applications for inverse problems , 2005 .