Alternating Primal-Dual Algorithm for Minimizing Multiple-Summed Separable Problems with Application to Image Restoration
Abstract
In order to discover the difference among dual strategies, we propose an alternating primal-dual algorithm (APDA) that can be considered as a general version for minimizing problem which is multiple-summed separable convex but not necessarily smooth. First, the original multiple-summed problem is transformed into two subproblems. Second, one subproblem is solved in the primal space and the other is solved in the dual space. Finally, the alternating direction method is executed between the primal and the dual part. Furthermore, the classical alternating direction method of multipliers (ADMM) is extended to solve the primal subproblem which is also multiple summed, therefore, the extended ADMM can be seen as a parallel method for the original problem. Thanks to the flexibility of APDA, different dual strategies for image restoration are analyzed. Numerical experiments show that the proposed method performs better than some existing algorithms in terms of both speed and accuracy.