Abstract:
We consider a minimization problem where the cost function consists of the sum of a quadratic data fidelity term and a penalty term. The quadratic involves a matrix H tha...Show MoreMetadata
Abstract:
We consider a minimization problem where the cost function consists of the sum of a quadratic data fidelity term and a penalty term. The quadratic involves a matrix H that can be embedded into a larger matrix H̃ where multiplication with the inverse of I + αH̃TH̃ can be efficiently performed. We discuss how to take advantage of this property when the Douglas-Rachford algorithm is utilized.
Published in: IEEE Signal Processing Letters ( Volume: 22, Issue: 12, December 2015)