A preconditioned Forward-Backward approach with application to large-scale nonconvex spectral unmixing problems

@article{Repetti2014APF,
  title={A preconditioned Forward-Backward approach with application to large-scale nonconvex spectral unmixing problems},
  author={Audrey Repetti and Emilie Chouzenoux and Jean-Christophe Pesquet},
  journal={2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},
  year={2014},
  pages={1498-1502}
}
Many inverse problems require to minimize a criterion being the sum of a non necessarily smooth function and a Lipschitz differentiable function. Such an optimization problem can be solved with the Forward-Backward algorithm which can be accelerated thanks to the use of variable metrics derived from the Majorize-Minimize principle. The convergence of this approach is guaranteed provided that the criterion satisfies some additional technical conditions. Combining this method with an alternating… CONTINUE READING