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Designing Structured Tight Frames via an Alternating Projection Method
, 2003
"... Tight frames, also known as general WelchBoundEquality sequences, generalize orthonormal systems. Numerous applicationsincluding communications, coding and sparse approximationrequire finitedimensional tight frames that possess additional structural properties. This paper proposes an alterna ..."
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Cited by 44 (6 self)
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Tight frames, also known as general WelchBoundEquality sequences, generalize orthonormal systems. Numerous applicationsincluding communications, coding and sparse approximationrequire finitedimensional tight frames that possess additional structural properties. This paper proposes an alternating projection method that is versatile enough to solve a huge class of inverse eigenvalue problems, which includes the frame design problem. To apply this method, one only needs to solve a matrix nearness problem that arises naturally from the design specifications. Therefore, it is fast and easy to develop versions of the algorithm that target new design problems. Alternating projection will often succeed even if algebraic constructions are unavailable. To demonstrate
Domain decomposition methods for linear inverse problems with sparsity constraints
, 2007
"... Quantities of interest appearing in concrete applications often possess sparse expansions with respect to a preassigned frame. Recently, there were introduced sparsity measures which are typically constructed on the basis of weighted ℓ1 norms of frame coefficients. One can model the reconstruction o ..."
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Cited by 20 (6 self)
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Quantities of interest appearing in concrete applications often possess sparse expansions with respect to a preassigned frame. Recently, there were introduced sparsity measures which are typically constructed on the basis of weighted ℓ1 norms of frame coefficients. One can model the reconstruction of a sparse vector from noisy linear measurements as the minimization of the functional defined by the sum of the discrepancy with respect to the data and the weighted ℓ1norm of suitable frame coefficients. Thresholded Landweber iterations were proposed for the solution of the variational problem. Despite of its simplicity which makes it very attractive to users, this algorithm converges slowly. In this paper we investigate methods to accelerate significantly the convergence. We introduce and analyze sequential and parallel iterative algorithms based on alternating subspace corrections for the solution of the linear inverse problem with sparsity constraints. We prove their norm convergence to minimizers of the functional. We compare the computational cost and the behavior of these new algorithms with respect to the thresholded Landweber iterations.
Subspace correction methods for total variation and l1 minimization
 SIAM J. Numer. Anal
"... Abstract. This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a seminorm for a subspace. The optimization is realized by alternating minimizations of the functional on a sequence of orthogonal subspaces. On eac ..."
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Cited by 12 (4 self)
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Abstract. This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a seminorm for a subspace. The optimization is realized by alternating minimizations of the functional on a sequence of orthogonal subspaces. On each subspace an iterative proximitymap algorithm is implemented via oblique thresholding, which is the main new tool introduced in this work. We provide convergence conditions for the algorithm in order to compute minimizers of the target energy. Analogous results are derived for a parallel variant of the algorithm. Applications are presented in domain decomposition methods for singular elliptic PDEs arising in total variation minimization and in accelerated sparse recovery algorithms based on ℓ1minimization. We include numerical examples which show efficient solutions to classical problems in signal and image processing. Key words. Domain decomposition method, subspace corrections, convex optimization, parallel computation, discontinuous solutions, total variation minimization, singular elliptic PDEs, ℓ1minimization, image and signal processing AMS subject classifications. 65K10, 65N55 65N21, 65Y05 90C25, 52A41, 49M30, 49M27, 68U10
Extrapolation algorithm for affineconvex feasibility problems
 Numer. Algorithms
, 2006
"... The convex feasibility problem under consideration is to find a common point of a countable family of closed affine subspaces and convex sets in a Hilbert space. To solve such problems, we propose a general parallel blockiterative algorithmic framework in which the affine subspaces are exploited to ..."
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Cited by 8 (4 self)
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The convex feasibility problem under consideration is to find a common point of a countable family of closed affine subspaces and convex sets in a Hilbert space. To solve such problems, we propose a general parallel blockiterative algorithmic framework in which the affine subspaces are exploited to introduce extrapolated overrelaxations. This framework encompasses a wide range of projection, subgradient projection, proximal, and fixed point methods encountered in various branches of applied mathematics. The asymptotic behavior of the method is investigated and numerical experiments are provided to illustrate the benefits of the extrapolations. 1
On the Effectiveness of Projection Methods for Convex Feasibility Problems with Linear Inequality Constraints
"... The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they often have a computational advantage over alternatives that have been proposed for solving the same problem and that this makes them successful in many realworld applications. ..."
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Cited by 3 (1 self)
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The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they often have a computational advantage over alternatives that have been proposed for solving the same problem and that this makes them successful in many realworld applications. This is supported by experimental evidence provided in this paper on problems of various sizes (up to tens of thousands of unknowns satisfying up to hundreds of thousands of constraints) and by a discussion of the demonstrated efficacy of projection methods in numerous scientific publications and commercial patents (dealing with problems that can have over a billion unknowns and a similar number of constraints).
Functions with Prescribed Best Linear Approximations
"... A common problem in applied mathematics is that of finding a function in a Hilbert space with prescribed best approximations from a finite number of closed vector subspaces. In the present paper we study the question of the existence of solutions to such problems. A finite family of subspaces is sai ..."
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A common problem in applied mathematics is that of finding a function in a Hilbert space with prescribed best approximations from a finite number of closed vector subspaces. In the present paper we study the question of the existence of solutions to such problems. A finite family of subspaces is said to satisfy the Inverse Best Approximation Property (IBAP) if there exists a point that admits any selection of points from these subspaces as best approximations. We provide various characterizations of the IBAP in terms of the geometry of the subspaces. Connections between the IBAP and the linear convergence rate of the periodic projection algorithm for solving the underlying affine feasibility problem are also established. The results are applied to investigate problems in harmonic analysis, integral equations, signal theory, and wavelet frames. 1
Noname manuscript No. (will be inserted by the editor) On the Effectiveness of Projection Methods for Convex Feasibility Problems with Linear Inequality Constraints
"... the date of receipt and acceptance should be inserted later Abstract The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in realworld appli ..."
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the date of receipt and acceptance should be inserted later Abstract The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in realworld applications. This is supported by experimental evidence provided in this paper on problems of various sizes (up to tens of thousands of unknowns satisfying up to hundreds of thousands of constraints) and by a discussion of the demonstrated efficacy of projection methods in numerous scientific publications and commercial patents (dealing with problems that can have over a billion unknowns and a similar number of constraints).