6 research outputs found
ACQUIRE: an inexact iteratively reweighted norm approach for TV-based Poisson image restoration
We propose a method, called ACQUIRE, for the solution of constrained
optimization problems modeling the restoration of images corrupted by Poisson
noise. The objective function is the sum of a generalized Kullback-Leibler
divergence term and a TV regularizer, subject to nonnegativity and possibly
other constraints, such as flux conservation. ACQUIRE is a line-search method
that considers a smoothed version of TV, based on a Huber-like function, and
computes the search directions by minimizing quadratic approximations of the
problem, built by exploiting some second-order information. A classical
second-order Taylor approximation is used for the Kullback-Leibler term and an
iteratively reweighted norm approach for the smoothed TV term. We prove that
the sequence generated by the method has a subsequence converging to a
minimizer of the smoothed problem and any limit point is a minimizer.
Furthermore, if the problem is strictly convex, the whole sequence is
convergent. We note that convergence is achieved without requiring the exact
minimization of the quadratic subproblems; low accuracy in this minimization
can be used in practice, as shown by numerical results. Experiments on
reference test problems show that our method is competitive with
well-established methods for TV-based Poisson image restoration, in terms of
both computational efficiency and image quality.Comment: 37 pages, 13 figure
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity
We consider nonconvex constrained optimization problems and propose a new
approach to the convergence analysis based on penalty functions. We make use of
classical penalty functions in an unconventional way, in that penalty functions
only enter in the theoretical analysis of convergence while the algorithm
itself is penalty-free. Based on this idea, we are able to establish several
new results, including the first general analysis for diminishing stepsize
methods in nonconvex, constrained optimization, showing convergence to
generalized stationary points, and a complexity study for SQP-type algorithms.Comment: To appear on Mathematics of Operations Researc
Diminishing Stepsize Methods for Nonconvex Composite Problems via Ghost Penalties: from the General to the Convex Regular Constrained Case
In this paper we first extend the diminishing stepsize method for nonconvex
constrained problems presented in [4] to deal with equality constraints and a
nonsmooth objective function of composite type. We then consider the particular
case in which the constraints are convex and satisfy a standard constraint
qualification and show that in this setting the algorithm can be considerably
simplified, reducing the computational burden of each iteration.Comment: arXiv admin note: text overlap with arXiv:1709.0338
Feasible methods for nonconvex nonsmooth problems with applications in green communications
We propose a general feasible method for nonsmooth, nonconvex constrained optimization problems. The algorithm is based on the (inexact) solution of a sequence of strongly convex optimization subproblems, followed by a step-size procedure. Key features of the scheme are: (i) it preserves feasibility of the iterates for nonconvex problems with nonconvex constraints, (ii) it can handle nonsmooth problems, and (iii) it naturally leads to parallel/distributed implementations. We illustrate the application of the method to an open problem in green communications whereby the energy consumption in MIMO multiuser interference networks is minimized, subject to nonconvex Quality-of-Service constraints