Accelerating ADMM for efficient simulation and optimization

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications, including physical simulation, geometry processing, and image processing. However, ADMM can take a long time to converge to a solution of high accuracy. Moreover, many computer graphics tasks involve non-convex optimization, and there is often no convergence guarantee for ADMM on such problems since it was originally designed for convex optimization. In this paper, we propose a method to speed up ADMM using Anderson acceleration, an established technique for accelerating fixed-point iterations. We show that in the general case, ADMM is a fixed-point iteration of the second primal variable and the dual variable, and Anderson acceleration can be directly applied. Additionally, when the problem has a separable target function and satisfies certain conditions, ADMM becomes a fixed-point iteration of only one variable, which further reduces the computational overhead of Anderson acceleration. Moreover, we analyze a particular non-convex problem structure that is common in computer graphics, and prove the convergence of ADMM on such problems under mild assumptions. We apply our acceleration technique on a variety of optimization problems in computer graphics, with notable improvement on their convergence speed

Simultaneous use of Individual and Joint Regularization Terms in Compressive Sensing: Joint Reconstruction of Multi-Channel Multi-Contrast MRI Acquisitions

Purpose: A time-efficient strategy to acquire high-quality multi-contrast images is to reconstruct undersampled data with joint regularization terms that leverage common information across contrasts. However, these terms can cause leakage of uncommon features among contrasts, compromising diagnostic utility. The goal of this study is to develop a compressive sensing method for multi-channel multi-contrast magnetic resonance imaging (MRI) that optimally utilizes shared information while preventing feature leakage. Theory: Joint regularization terms group sparsity and colour total variation are used to exploit common features across images while individual sparsity and total variation are also used to prevent leakage of distinct features across contrasts. The multi-channel multi-contrast reconstruction problem is solved via a fast algorithm based on Alternating Direction Method of Multipliers. Methods: The proposed method is compared against using only individual and only joint regularization terms in reconstruction. Comparisons were performed on single-channel simulated and multi-channel in-vivo datasets in terms of reconstruction quality and neuroradiologist reader scores. Results: The proposed method demonstrates rapid convergence and improved image quality for both simulated and in-vivo datasets. Furthermore, while reconstructions that solely use joint regularization terms are prone to leakage-of-features, the proposed method reliably avoids leakage via simultaneous use of joint and individual terms. Conclusion: The proposed compressive sensing method performs fast reconstruction of multi-channel multi-contrast MRI data with improved image quality. It offers reliability against feature leakage in joint reconstructions, thereby holding great promise for clinical use.Comment: 13 pages, 13 figures. Submitted for possible publicatio

Nonlinear Basis Pursuit

In compressive sensing, the basis pursuit algorithm aims to find the sparsest solution to an underdetermined linear equation system. In this paper, we generalize basis pursuit to finding the sparsest solution to higher order nonlinear systems of equations, called nonlinear basis pursuit. In contrast to the existing nonlinear compressive sensing methods, the new algorithm that solves the nonlinear basis pursuit problem is convex and not greedy. The novel algorithm enables the compressive sensing approach to be used for a broader range of applications where there are nonlinear relationships between the measurements and the unknowns