Revisiting Linearized Bregman Iterations under Lipschitz-like Convexity Condition
The linearized Bregman iterations (LBreI) and its variants have received considerable attention in signal/image processing and compressed sensing. Recently, LBreI has been extended to a larger class of nonconvex functions, along with several theoretical issues left for further investigation. In particular, the gradient Lipschitz continuity assumption precludes its use in many practical applications. In this study, we propose a generalized algorithmic framework to unify LBreI-type methods. Our main discovery is that the gradient Lipschitz continuity assumption can be replaced by a Lipschitz-like convexity condition in both convex and nonconvex cases. The proposed framework and theory are then applied to linear/quadratic inverse problems.
math.OC↗