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Accelerations of PDHG and ADMM by Inexact Preconditioning

Codes for the paper "Acceleration of primal-dual methods by preconditioning and simple subproblem procedures." https://arxiv.org/abs/1811.08937

Authors: Yanli Liu, Yunbei Xu, and Wotao Yin.

Reference: Yanli Liu, Yunbei Xu, and Wotao Yin. "Acceleration of Primal-Dual Methods by Preconditioning and Simple Subproblem Procedures," Journal of Scientific Computing, 86(21), 2021.


Acknowledgements

In our implementation, we use the following packages developed by other researchers:

the "TFOCS" package by Becker et al. (https://github.com/cvxr/TFOCS);

the "AIR Tools II" package by Hansen and Jorgensen (https://github.com/jakobsj/AIRToolsII);

the "toolbox_signal" and "toolbox_general" packages by Peyre (https://github.com/gpeyre/numerical-tours/tree/master/matlab).

We also thank Dr. Wuchen Li for sharing his codes for the Earth mover's distance experiment (http://www.math.snu.ac.kr/~ernestryu/code/OMT/OMT_code.zip).


Data Resources

  1. The input image in the graph cut experiment comes from https://www.shutterstock.com/image-photo/many-blue-hydrangea-flowers-growing-garden-174945887.
  2. The input image in the TV-L1 experiment comes from http://www.hlevkin.com/TestImages/man.bmp.
  3. The input image in the Earth mover's distance experiment comes from the published article Li et al. (2018) and its supplementary code (http://www.math.snu.ac.kr/~ernestryu/code/OMT/OMT_code.zip).
  4. The input image in the CT reconstruction experiment is generated by the AIR Tools II package (https://github.com/jakobsj/AIRToolsII).