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

A new steplength selection for scaled gradient methods with application to image deblurring

Gradient methods are frequently used in large scale image deblurring problems since they avoid the onerous computation of the Hessian matrix of the objective function. Second order information is typically sought by a clever choice of the steplength parameter defining the descent direction, as in the case of the well-known Barzilai and Borwein rules. In a recent paper, a strategy for the steplength selection approximating the inverse of some eigenvalues of the Hessian matrix has been proposed for gradient methods applied to unconstrained minimization problems. In the quadratic case, this approach is based on a Lanczos process applied every m iterations to the matrix of the most recent m back gradients but the idea can be extended to a general objective function. In this paper we extend this rule to the case of scaled gradient projection methods applied to non-negatively constrained minimization problems, and we test the effectiveness of the proposed strategy in image deblurring problems in both the presence and the absence of an explicit edge-preserving regularization term

An Efficient Approach for Computing Optimal Low-Rank Regularized Inverse Matrices

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available. In this paper, we develop a new framework that uses training data, as a substitute for knowledge of the forward model, to compute an optimal low-rank regularized inverse matrix directly, allowing for very fast computation of a regularized solution. We consider a statistical framework based on Bayes and empirical Bayes risk minimization to analyze theoretical properties of the problem. We propose an efficient rank update approach for computing an optimal low-rank regularized inverse matrix for various error measures. Numerical experiments demonstrate the benefits and potential applications of our approach to problems in signal and image processing.Comment: 24 pages, 11 figure

A Fast Alternating Minimization Algorithm for Total Variation Deblurring Without Boundary Artifacts

Recently, a fast alternating minimization algorithm for total variation image deblurring (FTVd) has been presented by Wang, Yang, Yin, and Zhang [{\em SIAM J. Imaging Sci.}, 1 (2008), pp. 248--272]. The method in a nutshell consists of a discrete Fourier transform-based alternating minimization algorithm with periodic boundary conditions and in which two fast Fourier transforms (FFTs) are required per iteration. In this paper, we propose an alternating minimization algorithm for the continuous version of the total variation image deblurring problem. We establish convergence of the proposed continuous alternating minimization algorithm. The continuous setting is very useful to have a unifying representation of the algorithm, independently of the discrete approximation of the deconvolution problem, in particular concerning the strategies for dealing with boundary artifacts. Indeed, an accurate restoration of blurred and noisy images requires a proper treatment of the boundary. A discrete version of our continuous alternating minimization algorithm is obtained following two different strategies: the imposition of appropriate boundary conditions and the enlargement of the domain. The first one is computationally useful in the case of a symmetric blur, while the second one can be efficiently applied for a nonsymmetric blur. Numerical tests show that our algorithm generates higher quality images in comparable running times with respect to the Fast Total Variation deconvolution algorithm