| Authors |
Pock Thomas, Antonin Chambolle |
| Appeared in |
International Conference on Computer Vision (ICCV 2011) |
| Publisher |
IEEE, |
| Date |
2011 |
| Abstract |
In this paper we study preconditioning techniques for the first-order primal-dual algorithm proposed in [7]. In particular, we propose simple and easy to compute diagonal preconditioners for which convergence of the algorithm is guaranteed without the need to compute any step size parameters. As a by-product, we show that for a certain instance of the preconditioning, the proposed algorithm is equivalent to the old and widely unknown alternating step method for monotropic programming [9]. We show numerical results on general linear programming problems and a few standard computer vision problems. In all examples, the preconditioned algorithm significantly outperforms the algorithm of [7]. |
| Link |
www.gpu4vision.org |
