Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a widely used approach to solve such problems. Relaxed ADMM is a generalization of ADMM that often achieves better performance, but its efficiency depends strongly on algorithm parameters that must be chosen by an expert user. We propose an adaptive method that automatically tunes the key algorithm parameters to achieve optimal performance without user oversight. Inspired by recent work on adaptivity, the proposed adaptive relaxed ADMM (ARADMM) is derived by assuming a Barzilai-Borwein style linear gradient. A detailed convergence analysis of ARADMM is provided, and numerical results on several applications demonstrate fast practical convergence.Comment: CVPR 201

Small-Sample Inferred Adaptive Recoding for Batched Network Coding

Batched network coding is a low-complexity network coding solution to feedbackless multi-hop wireless packet network transmission with packet loss. The data to be transmitted is encoded into batches where each of which consists of a few coded packets. Unlike the traditional forwarding strategy, the intermediate network nodes have to perform recoding, which generates recoded packets by network coding operations restricted within the same batch. Adaptive recoding is a technique to adapt the fluctuation of packet loss by optimizing the number of recoded packets per batch to enhance the throughput. The input rank distribution, which is a piece of information regarding the batches arriving at the node, is required to apply adaptive recoding. However, this distribution is not known in advance in practice as the incoming link's channel condition may change from time to time. On the other hand, to fully utilize the potential of adaptive recoding, we need to have a good estimation of this distribution. In other words, we need to guess this distribution from a few samples so that we can apply adaptive recoding as soon as possible. In this paper, we propose a distributionally robust optimization for adaptive recoding with a small-sample inferred prediction of the input rank distribution. We develop an algorithm to efficiently solve this optimization with the support of theoretical guarantees that our optimization's performance would constitute as a confidence lower bound of the optimal throughput with high probability.Comment: 7 pages, 2 figures, accepted in ISIT-21, appendix adde

Acceleration of the PDHGM on strongly convex subspaces

We propose several variants of the primal-dual method due to Chambolle and Pock. Without requiring full strong convexity of the objective functions, our methods are accelerated on subspaces with strong convexity. This yields mixed rates, $O(1/N^2)$ with respect to initialisation and $O(1/N)$ with respect to the dual sequence, and the residual part of the primal sequence. We demonstrate the efficacy of the proposed methods on image processing problems lacking strong convexity, such as total generalised variation denoising and total variation deblurring

Block-proximal methods with spatially adapted acceleration

We study and develop (stochastic) primal--dual block-coordinate descent methods for convex problems based on the method due to Chambolle and Pock. Our methods have known convergence rates for the iterates and the ergodic gap: $O(1/N^2)$ if each block is strongly convex, $O(1/N)$ if no convexity is present, and more generally a mixed rate $O(1/N^2)+O(1/N)$ for strongly convex blocks, if only some blocks are strongly convex. Additional novelties of our methods include blockwise-adapted step lengths and acceleration, as well as the ability to update both the primal and dual variables randomly in blocks under a very light compatibility condition. In other words, these variants of our methods are doubly-stochastic. We test the proposed methods on various image processing problems, where we employ pixelwise-adapted acceleration