Dual Augmented Lagrangian Method for Efficient Sparse Reconstruction

We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is much larger than the number of observations because of the dual formulation. Moreover, the primal variable is explicitly updated and the sparsity in the solution is exploited. Numerical comparison with the state-of-the-art algorithms shows that the proposed algorithm is favorable when the design matrix is poorly conditioned or dense and very large.Comment: 10 pages, 3 figure

Super-Linear Convergence of Dual Augmented-Lagrangian Algorithm for Sparsity Regularized Estimation

We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We theoretically show under some conditions that DAL converges super-linearly in a non-asymptotic and global sense. Due to a special modelling of sparse estimation problems in the context of machine learning, the assumptions we make are milder and more natural than those made in conventional analysis of augmented Lagrangian algorithms. In addition, the new interpretation enables us to generalize DAL to wide varieties of sparse estimation problems. We experimentally confirm our analysis in a large scale $\ell_1$-regularized logistic regression problem and extensively compare the efficiency of DAL algorithm to previously proposed algorithms on both synthetic and benchmark datasets.Comment: 51 pages, 9 figure

Exploiting spatial sparsity for multi-wavelength imaging in optical interferometry

Optical interferometers provide multiple wavelength measurements. In order to fully exploit the spectral and spatial resolution of these instruments, new algorithms for image reconstruction have to be developed. Early attempts to deal with multi-chromatic interferometric data have consisted in recovering a gray image of the object or independent monochromatic images in some spectral bandwidths. The main challenge is now to recover the full 3-D (spatio-spectral) brightness distribution of the astronomical target given all the available data. We describe a new approach to implement multi-wavelength image reconstruction in the case where the observed scene is a collection of point-like sources. We show the gain in image quality (both spatially and spectrally) achieved by globally taking into account all the data instead of dealing with independent spectral slices. This is achieved thanks to a regularization which favors spatial sparsity and spectral grouping of the sources. Since the objective function is not differentiable, we had to develop a specialized optimization algorithm which also accounts for non-negativity of the brightness distribution.Comment: This version has been accepted for publication in J. Opt. Soc. Am.

First order algorithms in variational image processing

Variational methods in imaging are nowadays developing towards a quite universal and flexible tool, allowing for highly successful approaches on tasks like denoising, deblurring, inpainting, segmentation, super-resolution, disparity, and optical flow estimation. The overall structure of such approaches is of the form ${\cal D}(Ku) + \alpha {\cal R} (u) \rightarrow \min_u$ ; where the functional ${\cal D}$ is a data fidelity term also depending on some input data $f$ and measuring the deviation of $Ku$ from such and ${\cal R}$ is a regularization functional. Moreover $K$ is a (often linear) forward operator modeling the dependence of data on an underlying image, and $\alpha$ is a positive regularization parameter. While ${\cal D}$ is often smooth and (strictly) convex, the current practice almost exclusively uses nonsmooth regularization functionals. The majority of successful techniques is using nonsmooth and convex functionals like the total variation and generalizations thereof or $\ell_1$-norms of coefficients arising from scalar products with some frame system. The efficient solution of such variational problems in imaging demands for appropriate algorithms. Taking into account the specific structure as a sum of two very different terms to be minimized, splitting algorithms are a quite canonical choice. Consequently this field has revived the interest in techniques like operator splittings or augmented Lagrangians. Here we shall provide an overview of methods currently developed and recent results as well as some computational studies providing a comparison of different methods and also illustrating their success in applications.Comment: 60 pages, 33 figure

An Extragradient-Based Alternating Direction Method for Convex Minimization

In this paper, we consider the problem of minimizing the sum of two convex functions subject to linear linking constraints. The classical alternating direction type methods usually assume that the two convex functions have relatively easy proximal mappings. However, many problems arising from statistics, image processing and other fields have the structure that while one of the two functions has easy proximal mapping, the other function is smoothly convex but does not have an easy proximal mapping. Therefore, the classical alternating direction methods cannot be applied. To deal with the difficulty, we propose in this paper an alternating direction method based on extragradients. Under the assumption that the smooth function has a Lipschitz continuous gradient, we prove that the proposed method returns an $\epsilon$-optimal solution within $O(1/\epsilon)$ iterations. We apply the proposed method to solve a new statistical model called fused logistic regression. Our numerical experiments show that the proposed method performs very well when solving the test problems. We also test the performance of the proposed method through solving the lasso problem arising from statistics and compare the result with several existing efficient solvers for this problem; the results are very encouraging indeed

Robust Non-Rigid Registration with Reweighted Position and Transformation Sparsity

Non-rigid registration is challenging because it is ill-posed with high degrees of freedom and is thus sensitive to noise and outliers. We propose a robust non-rigid registration method using reweighted sparsities on position and transformation to estimate the deformations between 3-D shapes. We formulate the energy function with position and transformation sparsity on both the data term and the smoothness term, and define the smoothness constraint using local rigidity. The double sparsity based non-rigid registration model is enhanced with a reweighting scheme, and solved by transferring the model into four alternately-optimized subproblems which have exact solutions and guaranteed convergence. Experimental results on both public datasets and real scanned datasets show that our method outperforms the state-of-the-art methods and is more robust to noise and outliers than conventional non-rigid registration methods.Comment: IEEE Transactions on Visualization and Computer Graphic