189 research outputs found
A forward-backward view of some primal-dual optimization methods in image recovery
A wide array of image recovery problems can be abstracted into the problem of
minimizing a sum of composite convex functions in a Hilbert space. To solve
such problems, primal-dual proximal approaches have been developed which
provide efficient solutions to large-scale optimization problems. The objective
of this paper is to show that a number of existing algorithms can be derived
from a general form of the forward-backward algorithm applied in a suitable
product space. Our approach also allows us to develop useful extensions of
existing algorithms by introducing a variable metric. An illustration to image
restoration is provided
Stochastic forward-backward and primal-dual approximation algorithms with application to online image restoration
Stochastic approximation techniques have been used in various contexts in
data science. We propose a stochastic version of the forward-backward algorithm
for minimizing the sum of two convex functions, one of which is not necessarily
smooth. Our framework can handle stochastic approximations of the gradient of
the smooth function and allows for stochastic errors in the evaluation of the
proximity operator of the nonsmooth function. The almost sure convergence of
the iterates generated by the algorithm to a minimizer is established under
relatively mild assumptions. We also propose a stochastic version of a popular
primal-dual proximal splitting algorithm, establish its convergence, and apply
it to an online image restoration problem.Comment: 5 Figure
Iteration-Complexity of a Generalized Forward Backward Splitting Algorithm
In this paper, we analyze the iteration-complexity of Generalized
Forward--Backward (GFB) splitting algorithm, as proposed in \cite{gfb2011}, for
minimizing a large class of composite objectives on a
Hilbert space, where has a Lipschitz-continuous gradient and the 's
are simple (\ie their proximity operators are easy to compute). We derive
iteration-complexity bounds (pointwise and ergodic) for the inexact version of
GFB to obtain an approximate solution based on an easily verifiable termination
criterion. Along the way, we prove complexity bounds for relaxed and inexact
fixed point iterations built from composition of nonexpansive averaged
operators. These results apply more generally to GFB when used to find a zero
of a sum of maximal monotone operators and a co-coercive operator on a
Hilbert space. The theoretical findings are exemplified with experiments on
video processing.Comment: 5 pages, 2 figure
Forward-Half-Reflected-Partial inverse-Backward Splitting Algorithm for Solving Monotone Inclusions
In this article, we proposed a method for numerically solving monotone
inclusions in real Hilbert spaces that involve the sum of a maximally monotone
operator, a monotone-Lipschitzian operator, a cocoercive operator, and a normal
cone to a vector subspace. Our algorithm splits and exploits the intrinsic
properties of each operator involved in the inclusion. The proposed method is
derived by combining partial inverse techniques and the {\it
forward-half-reflected-backward} (FHRB) splitting method proposed by Malitsky
and Tam (2020). Our method inherits the advantages of FHRB, equiring only one
activation of the Lipschitzian operator, one activation of the cocoercive
operator, two projections onto the closed vector subspace, and one calculation
of the resolvent of the maximally monotone operator. Furthermore, we develop a
method for solving primal-dual inclusions involving a mixture of sums, linear
compositions, parallel sums, Lipschitzian operators, cocoercive operators, and
normal cones. We apply our method to constrained composite convex optimization
problems as a specific example. Finally, in order to compare our proposed
method with existing methods in the literature, we provide numerical
experiments on constrained total variation least-squares optimization problems.
The numerical results are promising
Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators
The aim of this article is to present two different primal-dual methods for
solving structured monotone inclusions involving parallel sums of compositions
of maximally monotone operators with linear bounded operators. By employing
some elaborated splitting techniques, all of the operators occurring in the
problem formulation are processed individually via forward or backward steps.
The treatment of parallel sums of linearly composed maximally monotone
operators is motivated by applications in imaging which involve first- and
second-order total variation functionals, to which a special attention is
given.Comment: 25 page
Convergence Rates with Inexact Non-expansive Operators
In this paper, we present a convergence rate analysis for the inexact
Krasnosel'skii-Mann iteration built from nonexpansive operators. Our results
include two main parts: we first establish global pointwise and ergodic
iteration-complexity bounds, and then, under a metric subregularity assumption,
we establish local linear convergence for the distance of the iterates to the
set of fixed points. The obtained iteration-complexity result can be applied to
analyze the convergence rate of various monotone operator splitting methods in
the literature, including the Forward-Backward, the Generalized
Forward-Backward, Douglas-Rachford, alternating direction method of multipliers
(ADMM) and Primal-Dual splitting methods. For these methods, we also develop
easily verifiable termination criteria for finding an approximate solution,
which can be seen as a generalization of the termination criterion for the
classical gradient descent method. We finally develop a parallel analysis for
the non-stationary Krasnosel'skii-Mann iteration. The usefulness of our results
is illustrated by applying them to a large class of structured monotone
inclusion and convex optimization problems. Experiments on some large scale
inverse problems in signal and image processing problems are shown.Comment: This is an extended version of the work presented in
http://arxiv.org/abs/1310.6636, and is accepted by the Mathematical
Programmin
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