A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization

We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions on the problem template. Our analysis relies on a novel combination of three classic ideas applied to the primal-dual gap function: smoothing, acceleration, and homotopy. The algorithms due to the new approach achieve the best known convergence rate results, in particular when the template consists of only non-smooth functions. We also outline a restart strategy for the acceleration to significantly enhance the practical performance. We demonstrate relations with the augmented Lagrangian method and show how to exploit the strongly convex objectives with rigorous convergence rate guarantees. We provide numerical evidence with two examples and illustrate that the new methods can outperform the state-of-the-art, including Chambolle-Pock, and the alternating direction method-of-multipliers algorithms.Comment: 35 pages, accepted for publication on SIAM J. Optimization. Tech. Report, Oct. 2015 (last update Sept. 2016

Cygnus A super-resolved via convex optimisation from VLA data

We leverage the Sparsity Averaging Reweighted Analysis (SARA) approach for interferometric imaging, that is based on convex optimisation, for the super-resolution of Cyg A from observations at the frequencies 8.422GHz and 6.678GHz with the Karl G. Jansky Very Large Array (VLA). The associated average sparsity and positivity priors enable image reconstruction beyond instrumental resolution. An adaptive Preconditioned Primal-Dual algorithmic structure is developed for imaging in the presence of unknown noise levels and calibration errors. We demonstrate the superior performance of the algorithm with respect to the conventional CLEAN-based methods, reflected in super-resolved images with high fidelity. The high resolution features of the recovered images are validated by referring to maps of Cyg A at higher frequencies, more precisely 17.324GHz and 14.252GHz. We also confirm the recent discovery of a radio transient in Cyg A, revealed in the recovered images of the investigated data sets. Our matlab code is available online on GitHub.Comment: 14 pages, 7 figures (3/7 animated figures), accepted for publication in MNRA

Linear Shape Deformation Models with Local Support Using Graph-based Structured Matrix Factorisation

Representing 3D shape deformations by linear models in high-dimensional space has many applications in computer vision and medical imaging, such as shape-based interpolation or segmentation. Commonly, using Principal Components Analysis a low-dimensional (affine) subspace of the high-dimensional shape space is determined. However, the resulting factors (the most dominant eigenvectors of the covariance matrix) have global support, i.e. changing the coefficient of a single factor deforms the entire shape. In this paper, a method to obtain deformation factors with local support is presented. The benefits of such models include better flexibility and interpretability as well as the possibility of interactively deforming shapes locally. For that, based on a well-grounded theoretical motivation, we formulate a matrix factorisation problem employing sparsity and graph-based regularisation terms. We demonstrate that for brain shapes our method outperforms the state of the art in local support models with respect to generalisation ability and sparse shape reconstruction, whereas for human body shapes our method gives more realistic deformations.Comment: Please cite CVPR 2016 versio