Using approximate secant equations in limited memory methods for multilevel unconstrained optimization

International audienceThe properties of multilevel optimization problems defined on a hierarchy of discretization grids can be used to define approximate secant equations, which describe the second-order behavior of the objective function. Following earlier work by Gratton and Toint (2009) we introduce a quasi-Newton method (with a linesearch) and a nonlinear conjugate gradient method that both take advantage of this new second-order information. We then present numerical experiments with these methods and formulate recommendations for their practical use

Theoretical and Numerical Approaches to Co-/Sparse Recovery in Discrete Tomography

We investigate theoretical and numerical results that guarantee the exact reconstruction of piecewise constant images from insufficient projections in Discrete Tomography. This is often the case in non-destructive quality inspection of industrial objects, made of few homogeneous materials, where fast scanning times do not allow for full sampling. As a consequence, this low number of projections presents us with an underdetermined linear system of equations. We restrict the solution space by requiring that solutions (a) must possess a sparse image gradient, and (b) have constrained pixel values. To that end, we develop an lower bound, using compressed sensing theory, on the number of measurements required to uniquely recover, by convex programming, an image in our constrained setting. We also develop a second bound, in the non-convex setting, whose novelty is to use the number of connected components when bounding the number of linear measurements for unique reconstruction. Having established theoretical lower bounds on the number of required measurements, we then examine several optimization models that enforce sparse gradients or restrict the image domain. We provide a novel convex relaxation that is provably tighter than existing models, assuming the target image to be gradient sparse and integer-valued. Given that the number of connected components in an image is critical for unique reconstruction, we provide an integer program model that restricts the maximum number of connected components in the reconstructed image. When solving the convex models, we view the image domain as a manifold and use tools from differential geometry and optimization on manifolds to develop a first-order multilevel optimization algorithm. The developed multilevel algorithm exhibits fast convergence and enables us to recover images of higher resolution