A preconditioned Forward-Backward approach with application to large-scale nonconvex spectral unmixing problems

Audrey Repetti 1 Emilie Chouzenoux 1 Jean-Christophe Pesquet 1
1 LIGM - Laboratoire d'Informatique Gaspard-Monge
Abstract : Many inverse problems require to minimize a criterion being the sum of a non necessarily smooth function and a Lipschitz differentiable function. Such an optimization problem can be solved with the Forward-Backward algorithm which can be accelerated thanks to the use of variable metrics derived from the Majorize-Minimize principle. The convergence of this approach is guaranteed provided that the criterion satisfies some additional technical conditions. Combining this method with an alternating minimization strategy will be shown to allow us to address a broad class of optimization problems involving large-size signals. An application example to a nonconvex spectral unmixing problem will be presented.
Keywords : Block coordinate algorithm Forward-Backward algorithm Nonconvex optimization Nonsmooth optimization Large-scale problems
Type de document :
Communication dans un congrès
39th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2014)., May 2014, Florence, Italy. pp.1498 - 1502, 2014, 〈10.1109/ICASSP.2014.6853847〉
Liste complète des métadonnées

Littérature citée [34 références]  Voir  Masquer  Télécharger
https://hal.archives-ouvertes.fr/hal-01077329
Contributeur : Emilie Chouzenoux <>
Soumis le : vendredi 24 octobre 2014 - 14:40:12
Dernière modification le : mercredi 27 janvier 2016 - 17:37:31
Document(s) archivé(s) le : dimanche 25 janvier 2015 - 10:27:06

Fichier

icassp2014.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

Collections

PARISTECH | ENPC | LIGM | LIGM_SIGNAL | UPEC-UPEM

Citation

Audrey Repetti, Emilie Chouzenoux, Jean-Christophe Pesquet. A preconditioned Forward-Backward approach with application to large-scale nonconvex spectral unmixing problems. 39th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2014)., May 2014, Florence, Italy. pp.1498 - 1502, 2014, 〈10.1109/ICASSP.2014.6853847〉. 〈hal-01077329〉

Exporter

BibTeX TEI DC DCterms EndNote

Partager

Métriques

Consultations de
la notice

162

Téléchargements du document

121

Contact

support.ccsd.cnrs.fr
hal.support@ccsd.cnrs.fr
Logo CCSD