Title
A distributed strategy for computing proximity operators
Abstract
Various recent iterative optimization methods require to compute the proximity operator of a sum of functions. We address this problem by proposing a new distributed algorithm for a sum of non-necessarily smooth convex functions composed with arbitrary linear operators. In our approach, each function is associated with a node of a graph, which communicates with its neighbors. Our algorithm relies on a primal-dual splitting strategy that avoids to invert any linear operator, thus making it suitable for processing high-dimensional datasets. The proposed algorithm has a wide array of applications in signal/image processing and machine learning and its convergence is established.
Year
DOI
Venue
2015
10.1109/ACSSC.2015.7421156
2015 49th Asilomar Conference on Signals, Systems and Computers
Keywords
Field
DocType
proximity operators,iterative optimization methods,distributed algorithm,nonnecessarily-smooth convex functions,arbitrary linear operators,graph node,primal-dual splitting strategy,linear operator,high-dimensional dataset processing,signal processing,machine learning,convergence analysis,image processing
Mathematical optimization,Computer science,Image processing,Theoretical computer science,Distributed algorithm,Convex function,Operator (computer programming),Linear map,Convex optimization,Ellipsoid method,Linear matrix inequality
Conference
Citations 
PageRank 
References 
0
0.34
16
Authors
5
Name
Order
Citations
PageRank
F. Abboud130.73
Emilie Chouzenoux220226.37
Jean-Christophe Pesquet356046.10
Jean-Hugues Chenot47212.59
Louis Laborelli58011.78