Tuomo Valkonen - Proximal methods for point source localisation

jnsao:10433 - Journal of Nonsmooth Analysis and Optimization, September 21, 2023, Volume 4 - https://doi.org/10.46298/jnsao-2023-10433
Proximal methods for point source localisationArticle

Authors: Tuomo Valkonen

Point source localisation is generally modelled as a Lasso-type problem on measures. However, optimisation methods in non-Hilbert spaces, such as the space of Radon measures, are much less developed than in Hilbert spaces. Most numerical algorithms for point source localisation are based on the Frank-Wolfe conditional gradient method, for which ad hoc convergence theory is developed.
We develop extensions of proximal-type methods to spaces of measures. This includes forward-backward splitting, its inertial version, and primal-dual proximal splitting. Their convergence proofs follow standard patterns. We demonstrate their numerical efficacy.


Volume: Volume 4
Section: Original research articles
Published on: September 21, 2023
Accepted on: September 20, 2023
Submitted on: December 7, 2022
Keywords: Mathematics - Optimization and Control, Computer Science - Computer Vision and Pattern Recognition
Funding:
    Source : OpenAIRE Graph
  • Decoupling preconditioners for non-smooth optimisation and inverse problems; Funder: Research Council of Finland; Code: 314701

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https://doi.org/10.5281/zenodo.7402055
Valkonen, T. (2022). Proximal methods for point source localisation: the implementation (Version 1.0.0-pre-arxiv). Zenodo. 10.5281/ZENODO.7402055

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