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A modified quasi‐Newton diagonal update algorithm for total variation denoising problems and nonlinear monotone equations with applications in compressive sensing
Authors:Benxin Zhang  Zhibin Zhu
Affiliation:1. School of Electronic Engineering and Automation, Guangxi Key Laboratory of Automatic Detecting Technology and Instruments, Guilin University of Electronic Technology, Guilin, China;2. School of Mathematics and Computing Science, Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin, China
Abstract:In this paper, we present a new algorithm to accelerate the Chambolle gradient projection method for total variation image restoration. The new proposed method considers an approximation of the Hessian based on the secant equation. Combined with the quasi‐Cauchy equations and diagonal updating, we can obtain a positive definite diagonal matrix. In the proposed minimization method model, we use the positive definite diagonal matrix instead of the constant time stepsize in Chambolle's method. The global convergence of the proposed scheme is proved. Some numerical results illustrate the efficiency of this method. Moreover, we also extend the quasi‐Newton diagonal updating method to solve nonlinear systems of monotone equations. Performance comparisons show that the proposed method is efficient. A practical application of the monotone equations is shown and tested on sparse signal reconstruction in compressed sensing. Copyright © 2015 John Wiley & Sons, Ltd.
Keywords:image restoration  total variation  diagonal updating  gradient projection  monotone equations  compressive sensing
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