Total Variation Reconstruction

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Common Mistake: Common Mistake in Section 4

Mistake:

Overlooking a critical implementation detail.

Correction:

Always verify results against known benchmarks and theoretical predictions.

Key Term 4

Core concept from section 4 of chapter 41.

Theorem: ISTA Convergence Rate

ISTA converges at rate O(1/k)O(1/k):

f(x(k))f(x)Lx(0)x22kf(\mathbf{x}^{(k)}) - f(\mathbf{x}^*) \le \frac{L\|\mathbf{x}^{(0)}-\mathbf{x}^*\|^2}{2k}

FISTA improves this to O(1/k2)O(1/k^2) — optimal for first-order methods.

Theorem: ADMM Convergence

ADMM converges for any ρ>0\rho > 0 when the objective is convex. The convergence rate depends on ρ\rho: too small is slow, too large causes oscillation. Adaptive ρ\rho schemes help.