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Convergence of the alternating split Bregman algorithm in infinite-dimensional Hilbert spaces (1112.1960v1)

Published 8 Dec 2011 in math.FA and math.NA

Abstract: We prove results on weak convergence for the alternating split Bregman algorithm in infinite dimensional Hilbert spaces. We also show convergence of an approximate split Bregman algorithm, where errors are allowed at each step of the computation. To be able to treat the infinite dimensional case, our proofs focus mostly on the dual problem. We rely on Svaiter's theorem on weak convergence of the Douglas-Rachford splitting algorithm and on the relation between the alternating split Bregman and Douglas-Rachford splitting algorithms discovered by Setzer. Our motivation for this study is to provide a convergent algorithm for weighted least gradient problems arising in the hybrid method of imaging electric conductivity from interior knowledge (obtainable by MRI) of the magnitude of one current.

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