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arxiv: 0807.0778 · v2 · submitted 2008-07-04 · 🧮 math.NA

A forward-backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space

classification 🧮 math.NA
keywords banachforward-backwardspacesplittingalgorithmconvergenceconvexgeneralization
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We consider the task of computing an approximate minimizer of the sum of a smooth and non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward-backward splitting method for the subgradients in Hilbert space, we propose a generalization which involves the iterative solution of simpler subproblems. Descent and convergence properties of this new algorithm are studied. Furthermore, the results are applied to the minimization of Tikhonov-functionals associated with linear inverse problems and semi-norm penalization in Banach spaces. With the help of Bregman-Taylor-distance estimates, rates of convergence for the forward-backward splitting procedure are obtained. Examples which demonstrate the applicability are given, in particular, a generalization of the iterative soft-thresholding method by Daubechies, Defrise and De Mol to Banach spaces as well as total-variation based image restoration in higher dimensions are presented.

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