Inexact Model: A Framework for Optimization and Variational Inequalities

In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many known methods as a special case, the list including accelerated gradient method, composite optimization methods, level-set methods, proximal methods. The idea of the framework is based on constructing an inexact model of the main problem component, i.e. objective function in optimization or operator in variational inequalities. Besides reproducing known results, our framework allows to construct new methods, which we illustrate by constructing a universal method for variational inequalities with composite structure. This method works for smooth and non-smooth problems with optimal complexity without a priori knowledge of the problem smoothness. We also generalize our framework for strongly convex objectives and strongly monotone variational inequalities.Comment: 41 page

A Total Fractional-Order Variation Model for Image Restoration with Non-homogeneous Boundary Conditions and its Numerical Solution

To overcome the weakness of a total variation based model for image restoration, various high order (typically second order) regularization models have been proposed and studied recently. In this paper we analyze and test a fractional-order derivative based total $\alpha$-order variation model, which can outperform the currently popular high order regularization models. There exist several previous works using total $\alpha$-order variations for image restoration; however first no analysis is done yet and second all tested formulations, differing from each other, utilize the zero Dirichlet boundary conditions which are not realistic (while non-zero boundary conditions violate definitions of fractional-order derivatives). This paper first reviews some results of fractional-order derivatives and then analyzes the theoretical properties of the proposed total $\alpha$-order variational model rigorously. It then develops four algorithms for solving the variational problem, one based on the variational Split-Bregman idea and three based on direct solution of the discretise-optimization problem. Numerical experiments show that, in terms of restoration quality and solution efficiency, the proposed model can produce highly competitive results, for smooth images, to two established high order models: the mean curvature and the total generalized variation.Comment: 26 page

Regularized Optimal Transport and the Rot Mover's Distance

This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to Bregman divergences. Our framework thus naturally generalizes a previously proposed regularization based on the Boltzmann-Shannon entropy related to the Kullback-Leibler divergence, and solved with the Sinkhorn-Knopp algorithm. We call the regularized optimal transport distance the rot mover's distance in reference to the classical earth mover's distance. We develop two generic schemes that we respectively call the alternate scaling algorithm and the non-negative alternate scaling algorithm, to compute efficiently the regularized optimal plans depending on whether the domain of the regularizer lies within the non-negative orthant or not. These schemes are based on Dykstra's algorithm with alternate Bregman projections, and further exploit the Newton-Raphson method when applied to separable divergences. We enhance the separable case with a sparse extension to deal with high data dimensions. We also instantiate our proposed framework and discuss the inherent specificities for well-known regularizers and statistical divergences in the machine learning and information geometry communities. Finally, we demonstrate the merits of our methods with experiments using synthetic data to illustrate the effect of different regularizers and penalties on the solutions, as well as real-world data for a pattern recognition application to audio scene classification