University of Cambridge > Talks.cam > Applied and Computational Analysis > An adaptive backtracking strategy for non-smooth composite optimisation problems

An adaptive backtracking strategy for non-smooth composite optimisation problems

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Carola-Bibiane Schoenlieb.

In this talk we present and backtracking strategy for a variant of the Beck and Teboulle’s Fast Iterative Shrinkage/Thresholding Algorithm (FISTA) which has been recently proposed by Chambolle and Pock (2016) for strongly convex objective functions. Differently from standard Armijo-type line searching, our backtracking rule allows for local increase and decrease of the Lipschitz constant estimate along the iterations, i.e. decrease/increase of the gradient step size. For such adaptive strategy we prove accelerated convergence rates showing in particular linear convergence in smooth cases. We validate the resulting algorithm on some exemplar image denoising problems where strong convexity appears typically after smoothing of the regularisation term.

This is joint work with A. Chambolle (CMAP, École Poltechnique).

This talk is part of the Applied and Computational Analysis series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2020 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity