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A conjugate subgradient algorithm with adaptive preconditioning for the least absolute shrinkage and selection operator minimization. (English) Zbl 1378.65091

Summary: This paper describes a new efficient conjugate subgradient algorithm which minimizes a convex function containing a least squares fidelity term and an absolute value regularization term. This method is successfully applied to the inversion of ill-conditioned linear problems, in particular for computed tomography with the dictionary learning method. A comparison with other state-of-art methods shows a significant reduction of the number of iterations, which makes this algorithm appealing for practical use.

MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F22 Ill-posedness and regularization problems in numerical linear algebra
65K05 Numerical mathematical programming methods
90C25 Convex programming
65F08 Preconditioners for iterative methods
92C55 Biomedical imaging and signal processing

Software:

UNLocBoX; GitHub; PyHST2; csg

References:

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