A General Proximal Alternating Minimization Method with Application to Nonconvex Nonsmooth 1D Total Variation Denoising

We deal with a class of problems whose objective functions are compositions of nonconvex nonsmooth functions, which has a wide range of applications in signal/image processing. We introduce a new auxiliary variable, and an efficient general proximal alternating minimization algorithm is proposed. This method solves a class of nonconvex nonsmooth problems through alternating minimization. We give a brilliant systematic analysis to guarantee the convergence of the algorithm. Simulation results and the comparison with two other existing algorithms for 1D total variation denoising validate the efficiency of the proposed approach. The algorithm does contribute to the analysis and applications of a wide class of nonconvex nonsmooth problems.