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arxiv: 1511.00425 · v1 · pith:2LVQVRRYnew · submitted 2015-11-02 · 🧮 math.NA · cs.NA· math.OC

Preconditioned ADMM with nonlinear operator constraint

classification 🧮 math.NA cs.NAmath.OC
keywords nonlinearadmmalgorithmmethodoperatoradditionalaimsalternating
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We are presenting a modification of the well-known Alternating Direction Method of Multipliers (ADMM) algorithm with additional preconditioning that aims at solving convex optimisation problems with nonlinear operator constraints. Connections to the recently developed Nonlinear Primal-Dual Hybrid Gradient Method (NL-PDHGM) are presented, and the algorithm is demonstrated to handle the nonlinear inverse problem of parallel Magnetic Resonance Imaging (MRI).

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