54 research outputs found
Epigraphical Projection and Proximal Tools for Solving Constrained Convex Optimization Problems: Part I
We propose a proximal approach to deal with convex optimization problems involving nonlinear constraints. A large family of such constraints, proven to be effective in the solution of inverse problems, can be expressed as the lower level set of a sum of convex functions evaluated over different, but possibly overlapping, blocks of the signal. For this class of constraints, the associated projection operator generally does not have a closed form. We circumvent this difficulty by splitting the lower level set into as many epigraphs as functions involved in the sum. A closed half-space constraint is also enforced, in order to limit the sum of the introduced epigraphical variables to the upper bound of the original lower level set. In this paper, we focus on a family of constraints involving linear transforms of l_1,p balls. Our main theoretical contribution is to provide closed form expressions of the epigraphical projections associated with the Euclidean norm and the sup norm. The proposed approach is validated in the context of image restoration with missing samples, by making use of TV-like constraints. Experiments show that our method leads to significant improvements in term of convergence speed over existing algorithms for solving similar constrained problems
A Non-Local Structure Tensor Based Approach for Multicomponent Image Recovery Problems
Non-Local Total Variation (NLTV) has emerged as a useful tool in variational
methods for image recovery problems. In this paper, we extend the NLTV-based
regularization to multicomponent images by taking advantage of the Structure
Tensor (ST) resulting from the gradient of a multicomponent image. The proposed
approach allows us to penalize the non-local variations, jointly for the
different components, through various matrix norms with .
To facilitate the choice of the hyper-parameters, we adopt a constrained convex
optimization approach in which we minimize the data fidelity term subject to a
constraint involving the ST-NLTV regularization. The resulting convex
optimization problem is solved with a novel epigraphical projection method.
This formulation can be efficiently implemented thanks to the flexibility
offered by recent primal-dual proximal algorithms. Experiments are carried out
for multispectral and hyperspectral images. The results demonstrate the
interest of introducing a non-local structure tensor regularization and show
that the proposed approach leads to significant improvements in terms of
convergence speed over current state-of-the-art methods
Epigraphical splitting for solving constrained convex optimization problems with proximal tools
International audienceWe propose a proximal approach to deal with a class of convex variational problems involving nonlinear constraints. A large family of constraints, proven to be effective in the solution of inverse problems, can be expressed as the lower level set of a sum of convex functions evaluated over different blocks of the linearly-transformed signal. For such constraints, the associated projection operator generally does not have a simple form. We circumvent this difficulty by splitting the lower level set into as many epigraphs as functions involved in the sum. In particular, we focus on constraints involving q-norms with q â„ 1, distance functions to a convex set, and L1,p-norms with p â {2, +â}. The proposed approach is validated in the context of image restoration by making use of constraints based on Non-Local Total Variation. Experiments show that our method leads to significant improvements in term of convergence speed over existing algorithms for solving similar constrained problems. A second application to a pulse shape design problem is provided in order to illustrate the flexibility of the proposed approach
Proximity Operators of Discrete Information Divergences
Information divergences allow one to assess how close two distributions are
from each other. Among the large panel of available measures, a special
attention has been paid to convex -divergences, such as
Kullback-Leibler, Jeffreys-Kullback, Hellinger, Chi-Square, Renyi, and
I divergences. While -divergences have been extensively
studied in convex analysis, their use in optimization problems often remains
challenging. In this regard, one of the main shortcomings of existing methods
is that the minimization of -divergences is usually performed with
respect to one of their arguments, possibly within alternating optimization
techniques. In this paper, we overcome this limitation by deriving new
closed-form expressions for the proximity operator of such two-variable
functions. This makes it possible to employ standard proximal methods for
efficiently solving a wide range of convex optimization problems involving
-divergences. In addition, we show that these proximity operators are
useful to compute the epigraphical projection of several functions of practical
interest. The proposed proximal tools are numerically validated in the context
of optimal query execution within database management systems, where the
problem of selectivity estimation plays a central role. Experiments are carried
out on small to large scale scenarios
Epigraphical Projection for Solving Least Squares Anscombe Transformed Constrained Optimization Problems
This papers deals with the restoration of images corrupted by a non-invertible or ill-conditioned linear transform and Poisson noise. Poisson data typically occur in imaging processes where the images are obtained by counting particles, e.g., photons, that hit the image support. By using the Anscombe transform, the Poisson noise can be approximated by an additive Gaussian noise with zero mean and unit variance. Then, the least squares difference between the Anscombe transformed corrupted image and the original image can be estimated by the number of observations. We use this information by considering an Anscombe transformed constrained model to restore the image. The advantage with respect to corresponding penalized approaches lies in the existence of a simple model for parameter estimation. We solve the constrained minimization problem by applying a primal-dual algorithm together with a projection onto the epigraph of a convex function related to the Anscombe transform. We show that this epigraphical projection can be efficiently computed by Newton's methods with an appropriate initialization. Numerical examples demonstrate the good performance of our approach, in particular, its close behaviour with respect to the -divergence constrained model
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