Image Restoration using Total Variation with Overlapping Group Sparsity

Image restoration is one of the most fundamental issues in imaging science. Total variation (TV) regularization is widely used in image restoration problems for its capability to preserve edges. In the literature, however, it is also well known for producing staircase-like artifacts. Usually, the high-order total variation (HTV) regularizer is an good option except its over-smoothing property. In this work, we study a minimization problem where the objective includes an usual $l_2$ data-fidelity term and an overlapping group sparsity total variation regularizer which can avoid staircase effect and allow edges preserving in the restored image. We also proposed a fast algorithm for solving the corresponding minimization problem and compare our method with the state-of-the-art TV based methods and HTV based method. The numerical experiments illustrate the efficiency and effectiveness of the proposed method in terms of PSNR, relative error and computing time.Comment: 11 pages, 37 figure

A fast algorithm for globally solving Tikhonov regularized total least squares problem

The total least squares problem with the general Tikhonov regularization can be reformulated as a one-dimensional parametric minimization problem (PM), where each parameterized function evaluation corresponds to solving an n-dimensional trust region subproblem. Under a mild assumption, the parametric function is differentiable and then an efficient bisection method has been proposed for solving (PM) in literature. In the first part of this paper, we show that the bisection algorithm can be greatly improved by reducing the initially estimated interval covering the optimal parameter. It is observed that the bisection method cannot guarantee to find the globally optimal solution since the nonconvex (PM) could have a local non-global minimizer. The main contribution of this paper is to propose an efficient branch-and-bound algorithm for globally solving (PM), based on a novel underestimation of the parametric function over any given interval using only the information of the parametric function evaluations at the two endpoints. We can show that the new algorithm(BTD Algorithm) returns a global \epsilon-approximation solution in a computational effort of at most O(n^3/\epsilon) under the same assumption as in the bisection method. The numerical results demonstrate that our new global optimization algorithm performs even much faster than the improved version of the bisection heuristic algorithm.Comment: 26 pages, 1 figur

Non-smooth Variable Projection

Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and theoretical results demonstrating both greater efficacy and greater stability compared to competing approaches. Classic examples have exploited closed-form projections and smoothness of the objective function. We extend the approach to problems that include non-smooth terms, and where the projection subproblems can only be solved inexactly by iterative methods. We propose an inexact adaptive algonrithm for solving such problems and analyze its computational complexity. Finally, we show how the theory can be used to design methods for selected problems occurring frequently in machine-learning and inverse problems

A Semidefinite Program Solver for the Conformal Bootstrap

We introduce SDPB: an open-source, parallelized, arbitrary-precision semidefinite program solver, designed for the conformal bootstrap. SDPB significantly outperforms less specialized solvers and should enable many new computations. As an example application, we compute a new rigorous high-precision bound on operator dimensions in the 3d Ising CFT, $\Delta_\sigma=0.518151(6)$, $\Delta_\epsilon=1.41264(6)$.Comment: 34 pages, 3 figures, and 3500 lines of C+

Fast methods for denoising matrix completion formulations, with applications to robust seismic data interpolation

Recent SVD-free matrix factorization formulations have enabled rank minimization for systems with millions of rows and columns, paving the way for matrix completion in extremely large-scale applications, such as seismic data interpolation. In this paper, we consider matrix completion formulations designed to hit a target data-fitting error level provided by the user, and propose an algorithm called LR-BPDN that is able to exploit factorized formulations to solve the corresponding optimization problem. Since practitioners typically have strong prior knowledge about target error level, this innovation makes it easy to apply the algorithm in practice, leaving only the factor rank to be determined. Within the established framework, we propose two extensions that are highly relevant to solving practical challenges of data interpolation. First, we propose a weighted extension that allows known subspace information to improve the results of matrix completion formulations. We show how this weighting can be used in the context of frequency continuation, an essential aspect to seismic data interpolation. Second, we propose matrix completion formulations that are robust to large measurement errors in the available data. We illustrate the advantages of LR-BPDN on the collaborative filtering problem using the MovieLens 1M, 10M, and Netflix 100M datasets. Then, we use the new method, along with its robust and subspace re-weighted extensions, to obtain high-quality reconstructions for large scale seismic interpolation problems with real data, even in the presence of data contamination.Comment: 26 pages, 13 figure

Fast Approximate Dynamic Programming for Input-Affine Dynamics

We propose two novel numerical schemes for approximate implementation of the Dynamic Programming (DP) operation concerned with finite-horizon optimal control of discrete-time, stochastic systems with input-affine dynamics. The proposed algorithms involve discretization of the state and input spaces, and are based on an alternative path that solves the dual problem corresponding to the DP operation. We provide error bounds for the proposed algorithms, along with a detailed analyses of their computational complexity. In particular, for a specific class of problems with separable data in the state and input variables, the proposed approach can reduce the typical time complexity of the DP operation from O(XU) to O(X+U) where X and U denote the size of the discrete state and input spaces, respectively. In a broader perspective, the key contribution here can be viewed as an algorithmic transformation of the minimization in DP operation to addition via discrete conjugation. This bridge enables us to utilize any complexity reduction on the discrete conjugation front within the proposed algorithms. In particular, motivated by the recent development of quantum algorithms for computing the discrete conjugate transform, we discuss the possibility of a quantum mechanical implementation of the proposed algorithms

Fast Approximate Dynamic Programming for Infinite-Horizon Markov Decision Processes

In this study, we consider the infinite-horizon, discounted cost, optimal control of stochastic nonlinear systems with separable cost and constraints in the state and input variables. Using the linear-time Legendre transform, we propose a novel numerical scheme for implementation of the corresponding value iteration (VI) algorithm in the conjugate domain. Detailed analyses of the convergence, time complexity, and error of the proposed algorithm are provided. In particular, with a discretization of size $X$ and $U$ for the state and input spaces, respectively, the proposed approach reduces the time complexity of each iteration in the VI algorithm from $O(XU)$ to $O(X+U)$, by replacing the minimization operation in the primal domain with a simple addition in the conjugate domain

Convex Optimization without Projection Steps

For the general problem of minimizing a convex function over a compact convex domain, we will investigate a simple iterative approximation algorithm based on the method by Frank & Wolfe 1956, that does not need projection steps in order to stay inside the optimization domain. Instead of a projection step, the linearized problem defined by a current subgradient is solved, which gives a step direction that will naturally stay in the domain. Our framework generalizes the sparse greedy algorithm of Frank & Wolfe and its primal-dual analysis by Clarkson 2010 (and the low-rank SDP approach by Hazan 2008) to arbitrary convex domains. We give a convergence proof guaranteeing {\epsilon}-small duality gap after O(1/{\epsilon}) iterations. The method allows us to understand the sparsity of approximate solutions for any l1-regularized convex optimization problem (and for optimization over the simplex), expressed as a function of the approximation quality. We obtain matching upper and lower bounds of {\Theta}(1/{\epsilon}) for the sparsity for l1-problems. The same bounds apply to low-rank semidefinite optimization with bounded trace, showing that rank O(1/{\epsilon}) is best possible here as well. As another application, we obtain sparse matrices of O(1/{\epsilon}) non-zero entries as {\epsilon}-approximate solutions when optimizing any convex function over a class of diagonally dominant symmetric matrices. We show that our proposed first-order method also applies to nuclear norm and max-norm matrix optimization problems. For nuclear norm regularized optimization, such as matrix completion and low-rank recovery, we demonstrate the practical efficiency and scalability of our algorithm for large matrix problems, as e.g. the Netflix dataset. For general convex optimization over bounded matrix max-norm, our algorithm is the first with a convergence guarantee, to the best of our knowledge

A model reduction approach to numerical inversion for a parabolic partial differential equation

We propose a novel numerical inversion algorithm for the coefficients of parabolic partial differential equations, based on model reduction. The study is motivated by the application of controlled source electromagnetic exploration, where the unknown is the subsurface electrical resistivity and the data are time resolved surface measurements of the magnetic field. The algorithm presented in this paper considers inversion in one and two dimensions. The reduced model is obtained with rational interpolation in the frequency (Laplace) domain and a rational Krylov subspace projection method. It amounts to a nonlinear mapping from the function space of the unknown resistivity to the small dimensional space of the parameters of the reduced model. We use this mapping as a nonlinear preconditioner for the Gauss-Newton iterative solution of the inverse problem. The advantage of the inversion algorithm is twofold. First, the nonlinear preconditioner resolves most of the nonlinearity of the problem. Thus the iterations are less likely to get stuck in local minima and the convergence is fast. Second, the inversion is computationally efficient because it avoids repeated accurate simulations of the time-domain response. We study the stability of the inversion algorithm for various rational Krylov subspaces, and assess its performance with numerical experiments.Comment: 31 pages, 9 figures, 2 table

Stable Cosparse Recovery via \ell_p-analysis Optimization

In this paper we study the $\ell_p$-analysis optimization ($0<p\leq1$) problem for cosparse signal recovery. We establish a bound for recovery error via the restricted $p$-isometry property over any subspace. We further prove that the nonconvex $\ell_q$-analysis optimization can do recovery with a lower sample complexity and in a wider range of cosparsity than its convex counterpart. In addition, we develop an iteratively reweighted method to solve the optimization problem under a variational framework. Empirical results of preliminary computational experiments illustrate that the nonconvex method outperforms its convex counterpart