Mini-Workshop: Computational Optimization on Manifolds (online meeting)

The goal of the mini-workshop was to study the geometry, algorithms and applications of unconstrained and constrained optimization problems posed on Riemannian manifolds. Focus topics included the geometry of particular manifolds, the formulation and analysis of a number of application problems, as well as novel algorithms and their implementation

Efficient Algorithms for Mumford-Shah and Potts Problems

In this work, we consider Mumford-Shah and Potts models and their higher order generalizations. Mumford-Shah and Potts models are among the most well-known variational approaches to edge-preserving smoothing and partitioning of images. Though their formulations are intuitive, their application is not straightforward as it corresponds to solving challenging, particularly non-convex, minimization problems. The main focus of this thesis is the development of new algorithmic approaches to Mumford-Shah and Potts models, which is to this day an active field of research. We start by considering the situation for univariate data. We find that switching to higher order models can overcome known shortcomings of the classical first order models when applied to data with steep slopes. Though the existing approaches to the first order models could be applied in principle, they are slow or become numerically unstable for higher orders. Therefore, we develop a new algorithm for univariate Mumford-Shah and Potts models of any order and show that it solves the models in a stable way in O(n^2). Furthermore, we develop algorithms for the inverse Potts model. The inverse Potts model can be seen as an approach to jointly reconstructing and partitioning images that are only available indirectly on the basis of measured data. Further, we give a convergence analysis for the proposed algorithms. In particular, we prove the convergence to a local minimum of the underlying NP-hard minimization problem. We apply the proposed algorithms to numerical data to illustrate their benefits. Next, we apply the multi-channel Potts prior to the reconstruction problem in multi-spectral computed tomography (CT). To this end, we propose a new superiorization approach, which perturbs the iterates of the conjugate gradient method towards better results with respect to the Potts prior. In numerical experiments, we illustrate the benefits of the proposed approach by comparing it to the existing Potts model approach from the literature as well as to the existing total variation type methods. Hereafter, we consider the second order Mumford-Shah model for edge-preserving smoothing of images which –similarly to the univariate case– improves upon the classical Mumford-Shah model for images with linear color gradients. Based on reformulations in terms of Taylor jets, i.e. specific fields of polynomials, we derive discrete second order Mumford-Shah models for which we develop an efficient algorithm using an ADMM scheme. We illustrate the potential of the proposed method by comparing it with existing methods for the second order Mumford-Shah model. Further, we illustrate its benefits in connection with edge detection. Finally, we consider the affine-linear Potts model for the image partitioning problem. As many images possess linear trends within homogeneous regions, the classical Potts model frequently leads to oversegmentation. The affine-linear Potts model accounts for that problem by allowing for linear trends within segments. We lift the corresponding minimization problem to the jet space and develop again an ADMM approach. In numerical experiments, we show that the proposed algorithm achieves lower energy values as well as faster runtimes than the method of comparison, which is based on the iterative application of the graph cut algorithm (with α-expansion moves)

High-order adaptive methods for computing invariant manifolds of maps

The author presents efficient and accurate numerical methods for computing invariant manifolds of maps which arise in the study of dynamical systems. In order to decrease the number of points needed to compute a given curve/surface, he proposes using higher-order interpolation/approximation techniques from geometric modeling. He uses B´ezier curves/triangles, fundamental objects in curve/surface design, to create adaptive methods. The methods are based on tolerance conditions derived from properties of B´ezier curves/triangles. The author develops and tests the methods for an ordinary parametric curve; then he adapts these methods to invariant manifolds of planar maps. Next, he develops and tests the method for parametric surfaces and then he adapts this method to invariant manifolds of three-dimensional maps

Invariant Reconstruction of Curves and Surfaces with Discontinuities with Applications in Computer Vision

The reconstruction of curves and surfaces from sparse data is an important task in many applications. In computer vision problems the reconstructed curves and surfaces generally represent some physical property of a real object in a scene. For instance, the sparse data that is collected may represent locations along the boundary between an object and a background. It may be desirable to reconstruct the complete boundary from this sparse data. Since the curves and surfaces represent physical properties, the characteristics of the reconstruction process differs from straight forward fitting of smooth curves and surfaces to a set of data in two important areas. First, since the collected data is represented in an arbitrarily chosen coordinate system, the reconstruction process should be invariant to the choice of the coordinate system (except for the transformation between the two coordinate systems). Secondly, in many reconstruction applications the curve or surface that is being represented may be discontinuous. For example in the object recognition problem if the object is a box there is a discontinuity in the boundary curve at the comer of the box. The reconstruction problem will be cast as an ill-posed inverse problem which must be stabilized using a priori information relative to the constraint formation. Tikhonov regularization is used to form a well posed mathematical problem statement and conditions for an invariant reconstruction are given. In the case where coordinate system invariance is incorporated into the problem, the resulting functional minimization problems are shown to be nonconvex. To form a valid convex approximation to the invariant functional minimization problem a two step algorithm is proposed. The first step forms an approximation to the curve (surface) which is piecewise linear (planar). This approximation is used to estimate curve (surface) characteristics which are then used to form an approximation of the nonconvex functional with a convex functional. Several example applications in computer vision for which the invariant property is important are presented to demonstrate the effectiveness of the algorithms. To incorporate the fact that the curves and surfaces may have discontinuities the minimizing functional is modified. An important property of the resulting functional minimization problems is that convexity is maintained. Therefore, the computational complexity of the resulting algorithms are not significantly increased. Examples are provided to demonstrate the characteristics of the algorithm

Quasi-concave density estimation

Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum Renyi entropy estimators that impose weaker concavity restrictions on the fitted density are also considered, notably a minimum Hellinger discrepancy estimator that constrains the reciprocal of the square-root of the density to be concave. A limiting form of these estimators constrains solutions to the class of quasi-concave densities.Comment: Published in at http://dx.doi.org/10.1214/10-AOS814 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org