A distributed Douglas-Rachford splitting method for solving linear constrained multi-block weakly convex problems

In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for large-scale problems compared to various augmented-Lagrangian-based parallel algorithms. Building upon this, we explore the extension of DDRSM to weakly convex cases. By assuming weak convexity of the objective function and introducing an error bound assumption, we demonstrate the linear convergence rate of DDRSM. Some promising numerical experiments involving compressed sensing and robust alignment of structures across images (RASL) show that DDRSM has advantages over augmented-Lagrangian-based algorithms, even in weakly convex scenarios.

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Publication Details

Journal
Inverse Problems and Imaging
Published
2024-12-03
DOI
https://doi.org/10.3934/ipi.2024048
Primary Topic
Sparse and Compressive Sensing Techniques
Type
article
Field-Weighted Citation Impact
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article

A distributed Douglas-Rachford splitting method for solving linear constrained multi-block weakly convex problems

Leyu Hu, Jiaxin Xie, Deren Han, Xingju Cai
Inverse Problems and Imaging
Sparse and Compressive Sensing Techniques
article

A distributed Douglas-Rachford splitting method for solving linear constrained multi-block weakly convex problems

Leyu Hu, Jiaxin Xie, Deren Han, Xingju Cai
article en

Abstract

In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for large-scale problems compared to various augmented-Lagrangian-based parallel algorithms. Building upon this, we explore the extension of DDRSM to weakly convex cases. By assuming weak convexity of the objective function and introducing an error bound assumption, we demonstrate the linear convergence rate of DDRSM. Some promising numerical experiments involving compressed sensing and robust alignment of structures across images (RASL) show that DDRSM has advantages over augmented-Lagrangian-based algorithms, even in weakly convex scenarios.

Inverse Problems and ImagingVol. 19(4)
Nanjing Normal University (CN), Beihang University (CN)
Openalex Percentile: Top 76%
Sparse and Compressive Sensing Techniques
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A distributed Douglas-Rachford splitting method for solving linear constrained multi-block weakly convex problems — Leyu Hu, Jiaxin Xie, et al. · Inverse Problems and Imaging (2024) | TGRS Research Map | TGRS