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We consider the class of iterative shrinkage-thresholding algorithms (ISTA) for solving linear inverse problems arising in signal/image processing. This class of methods, which can be viewed as an extension of the classical gradient algorithm, is attractive due to its simplicity and thus is adequate for solving large-scale problems even with dense matrix(More)
This paper studies gradient-based schemes for image denoising and deblurring problems based on the discretized total variation (TV) minimization model with constraints. We derive a fast algorithm for the constrained TV-based image deburring problem. To achieve this task, we combine an acceleration of the well known dual approach to the denoising problem(More)
The mirror descent algorithm (MDA) was introduced by Nemirovsky and Yudin for solving convex optimization problems. This method exhibits an e3ciency estimate that is mildly dependent in the decision variables dimension, and thus suitable for solving very large scale optimization problems. We present a new derivation and analysis of this algorithm. We show(More)
We consider least squares (LS) approaches for locating a radiating source from range measurements (which we call R-LS) or from range-difference measurements (RD-LS) collected using an array of passive sensors. We also consider LS approaches based on squared range observations (SR-LS) and based on squared range-difference measurements (SRD-LS). Despite the(More)
We describe a general scheme for solving nonconvex optimization problems, where in each iteration the nonconvex feasible set is approximated by an inner convex approximation. The latter is defined using an upper bound on the nonconvex constraint functions. Under appropriate conditions on this upper bounding convex function, a monotone convergence to a KKT(More)
This chapter presents in a self-contained manner recent advances in the design and analysis of gradient-based schemes for specially structured smooth and nonsmooth minimization problems. We focus on the mathematical elements and ideas for building fast gradient-based methods and derive their complexity bounds. Throughout the chapter, the resulting schemes(More)
We consider the problem of minimizing an indefinite quadratic function subject to two quadratic inequality constraints. When the problem is defined over the complex plane we show that strong duality holds and obtain necessary and sufficient optimality conditions. We then develop a connection between the image of the real and complex spaces under a quadratic(More)
In this paper we study smooth convex programming problems where the decision variables vector is split into several blocks of variables. We analyze the block coordinate gradient projection method in which each iteration consists of performing a gradient projection step with respect to a certain block taken in a cyclic order. Global sublinear rate of(More)
We propose a unifying framework that combines smoothing approximation with fast first order algorithms for solving nonsmooth convex minimization problems. We prove that independently of the structure of the convex nonsmooth function involved, and of the given fast first order iterative scheme, it is always possible to improve the complexity rate and reach(More)