Further improvement of Lagrange multiplier method for optimal bit allocation

Dynamic programming algorithms based on the Lagrange multiplier method is often used for calculating an optimal bit allocation strategy to minimize the total distortion given a constrained rate budget in both source and channel coding applications. Due to possible large quantizer set and improper initialization, the algorithm often suffers from a large computational complexity. A simple but efficient algorithm is presented to further speed up the convergence of the algorithm. This algorithm can be easily implemented and then results in a very fast solving process. The experimental results show that our new algorithm can catch the optimal solution with a speed 5∼7 times faster than the original algorithm.