We develop a new proximal-gradient method for minimizing the sum of a differentiable, possibly nonconvex, function plus a convex, possibly nondifferentiable, function. The key features of the proposed method are the definition of a suitable descent direction, based on the proximal operator associated to the convex part of the objective function, and an Armijo-like rule to determine the stepsize along this direction ensuring the sufficient decrease of the objective function. In this frame, we especially address the possibility of adopting a metric which may change at each iteration and an inexact computation of the proximal point defining the descent direction. For the more general nonconvex case, we prove that all limit points of the iterates sequence are stationary, while for convex objective functions we prove the convergence of the whole sequence to a minimizer, under the assumption that a minimizer exists. In the latter case, assuming also that the gradient of the smooth part of the objective function...

We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a critical point if the objective function satisfies the Kurdyka–Łojasiewicz property at each point of its domain, under the assumption that a limit point exists. The proposed method is applied to a wide collection of image processing problems and our numerical tests show that our algorithm results to be flexible, robust and competitive when compared to recently proposed approaches able to address the optimization problems arising in the considered applications.

Gradient methods are frequently used in large scale image deblurring problems since they avoid the onerous computation of the Hessian matrix of the objective function. Second order information is typically sought by a clever choice of the steplength parameter defining the descent direction, as in the case of the well-known Barzilai and Borwein rules. In a recent paper, a strategy for the steplength selection approximating the inverse of some eigenvalues of the Hessian matrix has been proposed for gradient methods applied to unconstrained minimization problems. In the quadratic case, this approach is based on a Lanczos process applied every \(m\) iterations to the matrix of the gradients computed in the previous \(m\) iterations, but the idea can be extended to a general objective function. In this paper we extend this rule to the case of scaled gradient projection methods applied to constrained minimization problems, and we test the effectiveness of the proposed strategy in image deblurring problems in both the presence and the absence of an explicit edge-preserving regularization term.

Forward-backward methods are a very useful tool for the minimization of a functional given by the sum of a differentiable term and a nondifferentiable one, and their investigation has comprised sev...

In 1988, Barzilai and Borwein published a pioneering paper which opened the way to inexpensively accelerate first-order. In more detail, in the framework of unconstrained optimization, Barzilai and...