Optimization Notes

Proximity Operator and Forward-B

2017-07-27  本文已影响0人  万灵灵万

Proximity Operator:

Combettes P L, Wajs V R. Signal recovery by proximal forward-backward splitting[J]. Multiscale Modeling & Simulation, 2005, 4(4): 1168-1200.

这篇文章可以着重看前两个section

搞清楚subdifferentialproximity operator的概念

(subdifferential很重要!要是看paper看不懂,可以结合wikipedia帮助理解。wikipedia写得比较简单,但易懂。proximity operator上面的文章差不多就够了,但我之前看过一个非常直觉的解释,可以很好地加深理解,等我找到补上来)


Forward-Backward Splitting Algorithm:

Goldstein T, Studer C, Baraniuk R. A field guide to forward-backward splitting with a FASTA implementation[J]. arXiv preprint arXiv:1411.3406, 2014.

这篇文章非常棒,对FBSA算法有个非常直观的解释:

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