On global and local convergence of half-quadratic algorithms
Marc Allain, Jérôme Idier, Yves Goussard
Abstract
Marc Allain, Jérôme Idier, Yves Goussard
Abstract
This study gives original results on the global and local convergence properties of half-quadratic (HQ) algorithms resulting from the Geman and Yang (GY) and Geman and Reynolds (GR) primal-dual constructions. In particular, we show that the: convergence domain of the GY algorithm can be extended with the benefit of an improved convergence rate.
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This study gives original results on the global and local convergence properties of half-quadratic (HQ) algorithms resulting from the Geman and Yang (GY) and Geman and Reynolds (GR) primal-dual constructions. In particular, we show that the: convergence domain of the GY algorithm can be extended with the benefit of an improved convergence rate.
Key concepts: Convergence (economics), Quadratic equation, Rate of convergence, Algorithm, Quadratic model, Compact convergence, Dual (grammatical number), Domain (mathematical analysis)