Notes on the primal-dual algorithm for convex optimization applied to X-ray tomographic image reconstruction

Abstract: The purpose of these notes is to provide background on understanding the primal-dual algorithm of Chambolle and Pock [1] for imaging scientists. The presentation focuses on providing intuition and an algorithmic system that is amenable to pre-conditioning. The document aims to be self-contained, providing background on the essential facts of non-smooth convex analysis.[2]