Preconditioned ADMM with Nonlinear Operator Constraint

@inproceedings{Benning2015PreconditionedAW,
  title={Preconditioned ADMM with Nonlinear Operator Constraint},
  author={Martin Benning and Florian Knoll and Carola-Bibiane Sch{\"o}nlieb and Tuomo Valkonen},
  booktitle={System Modelling and Optimization},
  year={2015}
}
  • Martin Benning, Florian Knoll, +1 author Tuomo Valkonen
  • Published in
    System Modelling and…
    2015
  • Mathematics, Computer Science
  • 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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