Eventual linear convergence rate of an exchange algorithm for superresolution

Frédéric de Gournay (1) , Pierre Weiss (2) , Axel Flinth (2)

1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
2 IMT - Institut de Mathématiques de Toulouse UMR5219

We study an iterative discretization algorithm for solving optimization problems regularized by the total variation norm. Its design relies on ideas from the Frank-Wolfe algorithm, as well as from semi-infinite programming. For smooth regularity terms, we prove an eventual linear convergence rate guarantee.

Domaines: Optimisation et contrôle [math.OC]

Frédéric de Gournay, Pierre Weiss, Axel Flinth. Eventual linear convergence rate of an exchange algorithm for superresolution. SPARS, Jul 2019, TOULOUSE, France. ⟨hal-02374440⟩