Title
A preconditioned Forward-Backward approach with application to large-scale nonconvex spectral unmixing problems
Abstract
Many inverse problems require to minimize a criterion being the sum of a non necessarily smooth function and a Lipschitz differentiable function. Such an optimization problem can be solved with the Forward-Backward algorithm which can be accelerated thanks to the use of variable metrics derived from the Majorize-Minimize principle. The convergence of this approach is guaranteed provided that the criterion satisfies some additional technical conditions. Combining this method with an alternating minimization strategy will be shown to allow us to address a broad class of optimization problems involving large-size signals. An application example to a nonconvex spectral unmixing problem will be presented.
Year
DOI
Venue
2014
10.1109/ICASSP.2014.6853847
Acoustics, Speech and Signal Processing
Keywords
DocType
ISSN
concave programming,inverse problems,signal processing,Lipschitz differentiable function,inverse problems,large scale nonconvex spectral unmixing problems,majorize minimize principle,preconditioned forward backward approach,Block coordinate algorithm,Forward-Backward algorithm,Large-scale problems,Nonconvex optimization,Nonsmooth optimization
Conference
1520-6149
Citations 
PageRank 
References 
3
0.41
15
Authors
3
Name
Order
Citations
PageRank
Audrey Repetti1766.84
Emilie Chouzenoux220226.37
Jean-Christophe Pesquet356046.10