Abstract
We apply the dual algorithm of Chambolle for the minimization of the LLT model. A convergence theorem is given for the proposed algorithm. The algorithm overcomes the numerical difficulties related to the non-differentiability of the LLT model. The dual algorithm is faster than the original gradient descent algorithm. Numerical experiments are supplied to demonstrate the efficiency of the algorithm.
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Communicated by Lixin Shen and Yuesheng Xu.
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Chen, Hz., Song, Jp. & Tai, XC. A dual algorithm for minimization of the LLT model. Adv Comput Math 31, 115–130 (2009). https://doi.org/10.1007/s10444-008-9097-0
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DOI: https://doi.org/10.1007/s10444-008-9097-0