An introduction to continuous optimization for imaging

International audienceA large number of imaging problems reduce to the optimization of a cost function , with typical structural properties. The aim of this paper is to describe the state of the art in continuous optimization methods for such problems, and present the most successful approaches and their interconnections. We place particular emphasis on optimal first-order schemes that can deal with typical non-smooth and large-scale objective functions used in imaging problems. We illustrate and compare the different algorithms using classical non-smooth problems in imaging, such as denoising and deblurring. Moreover, we present applications of the algorithms to more advanced problems, such as magnetic resonance imaging, multilabel image segmentation, optical flow estimation, stereo matching, and classification

Optimization Algorithms for Structured Machine Learning and Image Processing Problems

Optimization algorithms are often the solution engine for machine learning and image processing techniques, but they can also become the bottleneck in applying these techniques if they are unable to cope with the size of the data. With the rapid advancement of modern technology, data of unprecedented size has become more and more available, and there is an increasing demand to process and interpret the data. Traditional optimization methods, such as the interior-point method, can solve a wide array of problems arising from the machine learning domain, but it is also this generality that often prevents them from dealing with large data efficiently. Hence, specialized algorithms that can readily take advantage of the problem structure are highly desirable and of immediate practical interest. This thesis focuses on developing efficient optimization algorithms for machine learning and image processing problems of diverse types, including supervised learning (e.g., the group lasso), unsupervised learning (e.g., robust tensor decompositions), and total-variation image denoising. These algorithms are of wide interest to the optimization, machine learning, and image processing communities. Specifically, (i) we present two algorithms to solve the Group Lasso problem. First, we propose a general version of the Block Coordinate Descent (BCD) algorithm for the Group Lasso that employs an efficient approach for optimizing each subproblem exactly. We show that it exhibits excellent performance when the groups are of moderate size. For groups of large size, we propose an extension of the proximal gradient algorithm based on variable step-lengths that can be viewed as a simplified version of BCD. By combining the two approaches we obtain an implementation that is very competitive and often outperforms other state-of-the-art approaches for this problem. We show how these methods fit into the globally convergent general block coordinate gradient descent framework in (Tseng and Yun, 2009). We also show that the proposed approach is more efficient in practice than the one implemented in (Tseng and Yun, 2009). In addition, we apply our algorithms to the Multiple Measurement Vector (MMV) recovery problem, which can be viewed as a special case of the Group Lasso problem, and compare their performance to other methods in this particular instance; (ii) we further investigate sparse linear models with two commonly adopted general sparsity-inducing regularization terms, the overlapping Group Lasso penalty l1/l2-norm and the l1/l_infty-norm. We propose a unified framework based on the augmented Lagrangian method, under which problems with both types of regularization and their variants can be efficiently solved. As one of the core building-blocks of this framework, we develop new algorithms using a partial-linearization/splitting technique and prove that the accelerated versions of these algorithms require $O(1 sqrt(epsilon) ) iterations to obtain an epsilon-optimal solution. We compare the performance of these algorithms against that of the alternating direction augmented Lagrangian and FISTA methods on a collection of data sets and apply them to two real-world problems to compare the relative merits of the two norms; (iii) we study the problem of robust low-rank tensor recovery in a convex optimization framework, drawing upon recent advances in robust Principal Component Analysis and tensor completion. We propose tailored optimization algorithms with global convergence guarantees for solving both the constrained and the Lagrangian formulations of the problem. These algorithms are based on the highly efficient alternating direction augmented Lagrangian and accelerated proximal gradient methods. We also propose a nonconvex model that can often improve the recovery results from the convex models. We investigate the empirical recoverability properties of the convex and nonconvex formulations and compare the computational performance of the algorithms on simulated data. We demonstrate through a number of real applications the practical effectiveness of this convex optimization framework for robust low-rank tensor recovery; (iv) we consider the image denoising problem using total variation regularization. This problem is computationally challenging to solve due to the non-differentiability and non-linearity of the regularization term. We propose a new alternating direction augmented Lagrangian method, involving subproblems that can be solved efficiently and exactly. The global convergence of the new algorithm is established for the anisotropic total variation model. We compare our method with the split Bregman method and demonstrate the superiority of our method in computational performance on a set of standard test images

NESTA: A Fast and Accurate First-order Method for Sparse Recovery

Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the recent field of compressed sensing is already quite immense. Inspired by recent breakthroughs in the development of novel first-order methods in convex optimization, most notably Nesterov's smoothing technique, this paper introduces a fast and accurate algorithm for solving common recovery problems in signal processing. In the spirit of Nesterov's work, one of the key ideas of this algorithm is a subtle averaging of sequences of iterates, which has been shown to improve the convergence properties of standard gradient-descent algorithms. This paper demonstrates that this approach is ideally suited for solving large-scale compressed sensing reconstruction problems as 1) it is computationally efficient, 2) it is accurate and returns solutions with several correct digits, 3) it is flexible and amenable to many kinds of reconstruction problems, and 4) it is robust in the sense that its excellent performance across a wide range of problems does not depend on the fine tuning of several parameters. Comprehensive numerical experiments on realistic signals exhibiting a large dynamic range show that this algorithm compares favorably with recently proposed state-of-the-art methods. We also apply the algorithm to solve other problems for which there are fewer alternatives, such as total-variation minimization, and convex programs seeking to minimize the l1 norm of Wx under constraints, in which W is not diagonal

Compressed Sensing Based Reconstruction Algorithm for X-ray Dose Reduction in Synchrotron Source Micro Computed Tomography

Synchrotron computed tomography requires a large number of angular projections to reconstruct tomographic images with high resolution for detailed and accurate diagnosis. However, this exposes the specimen to a large amount of x-ray radiation. Furthermore, this increases scan time and, consequently, the likelihood of involuntary specimen movements. One approach for decreasing the total scan time and radiation dose is to reduce the number of projection views needed to reconstruct the images. However, the aliasing artifacts appearing in the image due to the reduced number of projection data, visibly degrade the image quality. According to the compressed sensing theory, a signal can be accurately reconstructed from highly undersampled data by solving an optimization problem, provided that the signal can be sparsely represented in a predefined transform domain. Therefore, this thesis is mainly concerned with designing compressed sensing-based reconstruction algorithms to suppress aliasing artifacts while preserving spatial resolution in the resulting reconstructed image. First, the reduced-view synchrotron computed tomography reconstruction is formulated as a total variation regularized compressed sensing problem. The Douglas-Rachford Splitting and the randomized Kaczmarz methods are utilized to solve the optimization problem of the compressed sensing formulation. In contrast with the first part, where consistent simulated projection data are generated for image reconstruction, the reduced-view inconsistent real ex-vivo synchrotron absorption contrast micro computed tomography bone data are used in the second part. A gradient regularized compressed sensing problem is formulated, and the Douglas-Rachford Splitting and the preconditioned conjugate gradient methods are utilized to solve the optimization problem of the compressed sensing formulation. The wavelet image denoising algorithm is used as the post-processing algorithm to attenuate the unwanted staircase artifact generated by the reconstruction algorithm. Finally, a noisy and highly reduced-view inconsistent real in-vivo synchrotron phase-contrast computed tomography bone data are used for image reconstruction. A combination of prior image constrained compressed sensing framework, and the wavelet regularization is formulated, and the Douglas-Rachford Splitting and the preconditioned conjugate gradient methods are utilized to solve the optimization problem of the compressed sensing formulation. The prior image constrained compressed sensing framework takes advantage of the prior image to promote the sparsity of the target image. It may lead to an unwanted staircase artifact when applied to noisy and texture images, so the wavelet regularization is used to attenuate the unwanted staircase artifact generated by the prior image constrained compressed sensing reconstruction algorithm. The visual and quantitative performance assessments with the reduced-view simulated and real computed tomography data from canine prostate tissue, rat forelimb, and femoral cortical bone samples, show that the proposed algorithms have fewer artifacts and reconstruction errors than other conventional reconstruction algorithms at the same x-ray dose