An Augmented Lagrangian Approach to the Constrained Optimization Formulation of Imaging Inverse Problems

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations sufficiently well. Although the regularizer and constraint are usually convex, several particular features of these problems (huge dimensionality, non-smoothness) preclude the use of off-the-shelf optimization tools and have stimulated a considerable amount of research. In this paper, we propose a new efficient algorithm to handle one class of constrained problems (often known as basis pursuit denoising) tailored to image recovery applications. The proposed algorithm, which belongs to the family of augmented Lagrangian methods, can be used to deal with a variety of imaging IPLIP, including deconvolution and reconstruction from compressive observations (such as MRI), using either total-variation or wavelet-based (or, more generally, frame-based) regularization. The proposed algorithm is an instance of the so-called "alternating direction method of multipliers", for which convergence sufficient conditions are known; we show that these conditions are satisfied by the proposed algorithm. Experiments on a set of image restoration and reconstruction benchmark problems show that the proposed algorithm is a strong contender for the state-of-the-art.Comment: 13 pages, 8 figure, 8 tables. Submitted to the IEEE Transactions on Image Processin

Fast Image Recovery Using Variable Splitting and Constrained Optimization

We propose a new fast algorithm for solving one of the standard formulations of image restoration and reconstruction which consists of an unconstrained optimization problem where the objective includes an $\ell_2$ data-fidelity term and a non-smooth regularizer. This formulation allows both wavelet-based (with orthogonal or frame-based representations) regularization or total-variation regularization. Our approach is based on a variable splitting to obtain an equivalent constrained optimization formulation, which is then addressed with an augmented Lagrangian method. The proposed algorithm is an instance of the so-called "alternating direction method of multipliers", for which convergence has been proved. Experiments on a set of image restoration and reconstruction benchmark problems show that the proposed algorithm is faster than the current state of the art methods.Comment: Submitted; 11 pages, 7 figures, 6 table

Multiplicative Noise Removal Using Variable Splitting and Constrained Optimization

Multiplicative noise (also known as speckle noise) models are central to the study of coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. These models introduce two additional layers of difficulties with respect to the standard Gaussian additive noise scenario: (1) the noise is multiplied by (rather than added to) the original image; (2) the noise is not Gaussian, with Rayleigh and Gamma being commonly used densities. These two features of multiplicative noise models preclude the direct application of most state-of-the-art algorithms, which are designed for solving unconstrained optimization problems where the objective has two terms: a quadratic data term (log-likelihood), reflecting the additive and Gaussian nature of the noise, plus a convex (possibly nonsmooth) regularizer (e.g., a total variation or wavelet-based regularizer/prior). In this paper, we address these difficulties by: (1) converting the multiplicative model into an additive one by taking logarithms, as proposed by some other authors; (2) using variable splitting to obtain an equivalent constrained problem; and (3) dealing with this optimization problem using the augmented Lagrangian framework. A set of experiments shows that the proposed method, which we name MIDAL (multiplicative image denoising by augmented Lagrangian), yields state-of-the-art results both in terms of speed and denoising performance.Comment: 11 pages, 7 figures, 2 tables. To appear in the IEEE Transactions on Image Processing

An optimal subgradient algorithm for large-scale convex optimization in simple domains

This paper shows that the optimal subgradient algorithm, OSGA, proposed in \cite{NeuO} can be used for solving structured large-scale convex constrained optimization problems. Only first-order information is required, and the optimal complexity bounds for both smooth and nonsmooth problems are attained. More specifically, we consider two classes of problems: (i) a convex objective with a simple closed convex domain, where the orthogonal projection on this feasible domain is efficiently available; (ii) a convex objective with a simple convex functional constraint. If we equip OSGA with an appropriate prox-function, the OSGA subproblem can be solved either in a closed form or by a simple iterative scheme, which is especially important for large-scale problems. We report numerical results for some applications to show the efficiency of the proposed scheme. A software package implementing OSGA for above domains is available

On the filtering effect of iterative regularization algorithms for linear least-squares problems

Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to provide the fastest methods for the reconstruction of the solution, involving choices of adaptive parameters and scaling matrices. However, in presence of an ill-conditioned model and real data, the need of a regularized solution instead of the least-squares one changed the point of view in favour of iterative algorithms able to combine a fast execution with a stable behaviour with respect to the restoration error. In this paper we want to analyze some classical and recent gradient approaches for the linear least-squares problem by looking at their way of filtering the singular values, showing in particular the effects of scaling matrices and non-negative constraints in recovering the correct filters of the solution