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