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arXiv · 1912.12153

Accelerated iterative regularization via dual diagonal descent

Luca Calatroni·Guillaume Garrigos·Lorenzo Rosasco·Silvia Villa
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Abstract

We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse problems with general regularization and data-fit functions. In particular, we develop an inertial approach of which we analyze both convergence and stability. Using tools from inexact proximal calculus, we prove early stopping results with optimal convergence rates for additive data-fit terms as well as more general cases, such as the Kullback-Leibler divergence, for which different type of proximal point approximations hold.

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Luca Calatroni, Guillaume Garrigos, Lorenzo Rosasco, Silvia Villa. 2019-12-27. Accelerated iterative regularization via dual diagonal descent. https://doi.org/10.1137/19m1308888

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