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Primal-Dual Decomposition by Operator Splitting and Applications to Image Deblurring

Primal-Dual Decomposition by Operator Splitting and Applications to Image Deblurring

We present primal-dual decomposition algorithms for convex optimization problems with cost functions $f(x)+g(Ax)$, where $f$ and $g$ have inexpensive proximal operators and $A$ can be decomposed as a sum of two structured matrices. The methods are based on the Douglas--Rachford splitting algorithm applied to various splittings of the primal-dual optimality …