Proximal Mappings Involving Almost Structured Matrices


Bayram I.

IEEE SIGNAL PROCESSING LETTERS, cilt.22, sa.12, ss.2264-2268, 2015 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 22 Sayı: 12
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1109/lsp.2015.2476381
  • Dergi Adı: IEEE SIGNAL PROCESSING LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2264-2268
  • İstanbul Teknik Üniversitesi Adresli: Hayır

Özet

We consider a minimization problem where the cost function consists of the sum of a quadratic data fidelity term and a penalty term. The quadratic involves a matrix H that can be embedded into a larger matrix (H) over tilde where multiplication with the inverse of I + alpha(H) over tilde (T)(H) over tilde can be efficiently performed. We discuss how to take advantage of this property when the Douglas-Rachford algorithm is utilized.