An Extension of the Gradient Algorithm

  • Alexander J. Zaslavski
Chapter
Part of the Springer Optimization and Its Applications book series (SOIA, volume 108)

Abstract

In this chapter we analyze the convergence of a gradient type algorithm, under the presence of computational errors, which was introduced by Beck and Teboulle [20] for solving linear inverse problems arising in signal/image processing. We show that the algorithm generates a good approximate solution, if computational errors are bounded from above by a small positive constant. Moreover, for a known computational error, we find out what an approximate solution can be obtained and how many iterates one needs for this.

References

  1. 20.
    Beck A, Teboulle M (2009) A fast iterative shrinkage-thresholding algorithm for linear inverse problems. SIAM J Imag Sci 2:183–202MathSciNetCrossRefMATHGoogle Scholar

Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  • Alexander J. Zaslavski
    • 1
  1. 1.Department of MathematicsThe Technion – Israel Institute of TechnologyHaifaIsrael

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