Putting the curvature back into sparse solvers
Title | Putting the curvature back into sparse solvers |
Publication Type | Presentation |
Year of Publication | 2013 |
Authors | Julie Nutini, Michael P. Friedlander, Felix J. Herrmann |
Keywords | Presentation, SINBAD, SINBADFALL2013, SLIM |
Abstract | For many problems in signal and image processing, we seek a sparse solution that solves that approximately solves the problem Ax $\approx$ b, where A is an m-by-n matrix and b is an m-vector. Many of the most used approaches to problem thissuch as iterative soft thresholding SPGL1 andare first-order methods. As a result, these methods can sometimes be slow to converge. In this talk, we present an approach that takes advantage of the easily-obtainable second-order information. By exploiting this available second-order information, we are able to put the curvature back into sparse solvers and improve upon the convergence rates of existing solvers. |
URL | https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/nutini2013SINBADpcb/nutini2013SINBADpcb.pdf |
Citation Key | nutini2013SINBADpcb |