New convergence results for the scaled gradient projection method

The aim of this paper is to deepen the convergence analysis of the scaled gradient projection (SGP) method, proposed by Bonettini et al. in a recent paper for constrained smooth optimization. The main feature of SGP is the presence of a variable scaling matrix multiplying the gradient, which may change at each iteration. In the last few years, an extensive numerical experimentation showed that SGP equipped with a suitable choice of the scaling matrix is a very effective tool for solving large scale variational problems arising in image and signal processing. In spite of the very reliable numerical results observed, only a weak, though very general, convergence theorem is provided, establishing that any limit point of the sequence generated by SGP is stationary. Here, under the only assumption that the objective function is convex and that a solution exists, we prove that the sequence generated by SGP converges to a minimum point, if the scaling matrices sequence satisfies a simple and implementable condition. Moreover, assuming that the gradient of the objective function is Lipschitz continuous, we are also able to prove the O(1/k) convergence rate with respect to the objective function values. Finally, we present the results of a numerical experience on some relevant image restoration problems, showing that the proposed scaling matrix selection rule performs well also from the computational point of view

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

Variable metric inexact line-search based methods for nonsmooth optimization

We develop a new proximal-gradient method for minimizing the sum of a differentiable, possibly nonconvex, function plus a convex, possibly non differentiable, function. The key features of the proposed method are the definition of a suitable descent direction, based on the proximal operator associated to the convex part of the objective function, and an Armijo-like rule to determine the step size along this direction ensuring the sufficient decrease of the objective function. In this frame, we especially address the possibility of adopting a metric which may change at each iteration and an inexact computation of the proximal point defining the descent direction. For the more general nonconvex case, we prove that all limit points of the iterates sequence are stationary, while for convex objective functions we prove the convergence of the whole sequence to a minimizer, under the assumption that a minimizer exists. In the latter case, assuming also that the gradient of the smooth part of the objective function is Lipschitz, we also give a convergence rate estimate, showing the O(1/k) complexity with respect to the function values. We also discuss verifiable sufficient conditions for the inexact proximal point and we present the results of a numerical experience on a convex total variation based image restoration problem, showing that the proposed approach is competitive with another state-of-the-art method

On the convergence of a linesearch based proximal-gradient method for nonconvex optimization

We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a critical point if the objective function satisfies the Kurdyka-Lojasiewicz property at each point of its domain, under the assumption that a limit point exists. The proposed method is applied to a wide collection of image processing problems and our numerical tests show that our algorithm results to be flexible, robust and competitive when compared to recently proposed approaches able to address the optimization problems arising in the considered applications

A Network of Portable, Low-Cost, X-Band Radars

Radar is a unique tool to get an overview on the weather situation, given its high spatio- temporal resolution. Over 60 years, researchers have been investigating ways for obtaining the best use of radar. As a result we often find assurances on how much radar is a useful tool, and it is! After this initial statement, however, regularly comes a long list on how to increase the accuracy of radar or in what direction to move for improving it. Perhaps we should rather ask: is the resulting data good enough for our application? The answers are often more complicated than desired. At first, some people expect miracles. Then, when their wishes are disappointed, they discard radar as a tool: both attitudes are wrong; radar is a unique tool to obtain an excellent overview on what is happening: when and where it is happening. At short ranges, we may even get good quantitative data. But at longer ranges it may be impossible to obtain the desired precision, e.g. the precision needed to alert people living in small catchments in mountainous terrain. We would have to set the critical limit for an alert so low that this limit would lead to an unacceptable rate of false alarm

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

Application of cyclic block generalized gradient projection methods to Poisson blind deconvolution

The aim of this paper is to consider a modification of a block coordinate gradient projection method with Armijo linesearch along the descent direction in which the projection on the feasible set is performed according to a variable non Euclidean metric. The stationarity of the limit points of the resulting scheme has recently been proved under some general assumptions on the generalized gradient projections employed. Here we tested some examples of methods belonging to this class on a blind deconvolution problem from data affected by Poisson noise, and we illustrate the impact of the projection operator choice on the practical performances of the corresponding algorithm

X-Band Mini Radar for Observing and Monitoring Rainfall Events

Quantitative precipitation estimation and rainfall monitoring based on meteorological data, potentially provides con- tinuous, high-resolution and large-coverage data, are of high practical use: Think of hydrogeological risk management, hydroelectric power, road and tourism. Both conventional long-range radars and rain-gauges suffer from measurement errors and difficulties in precipitation estimation. For efficient monitoring operation of localized rain events of limited extension and of small basins of interest, an unrealistic extremely dense rain gauge network should be needed. Alterna- tively C-band or S-band meteorological long range radars are able to monitor rain fields over wide areas, however with not enough space and time resolution, and with high purchase and maintenance costs. Short-range X-band radars for rain monitoring can be a valid compromise solution between the two more common rain measurement and observation instruments. Lots of scientific efforts have already focused on radar-gauge adjustment and quantitative precipitation estimation in order to improve the radar measurement techniques. After some considerations about long range radars and gauge network, this paper presents instead some examples of how X-band mini radars can be very useful for the observation of rainfall events and how they can integrate and supplement long range radars and rain gauge networks. Three case studies are presented: A very localized and intense event, a rainfall event with high temporal and spatial variability and the employ of X-band mini rada

Electron-Electron Bremsstrahlung Emission and the Inference of Electron Flux Spectra in Solar Flares

Although both electron-ion and electron-electron bremsstrahlung contribute to the hard X-ray emission from solar flares, the latter is normally ignored. Such an omission is not justified at electron (and photon) energies above $\sim 300$ keV, and inclusion of the additional electron-electron bremsstrahlung in general makes the electron spectrum required to produce a given hard X-ray spectrum steeper at high energies. Unlike electron-ion bremsstrahlung, electron-electron bremsstrahlung cannot produce photons of all energies up to the maximum electron energy involved. The maximum possible photon energy depends on the angle between the direction of the emitting electron and the emitted photon, and this suggests a diagnostic for an upper cutoff energy and/or for the degree of beaming of the accelerated electrons. We analyze the large event of January 17, 2005 observed by RHESSI and show that the upward break around 400 keV in the observed hard X-ray spectrum is naturally accounted for by the inclusion of electron-electron bremsstrahlung. Indeed, the mean source electron spectrum recovered through a regularized inversion of the hard X-ray spectrum, using a cross-section that includes both electron-ion and electron-electron terms, has a relatively constant spectral index $\delta$ over the range from electron kinetic energy $E = 200$ keV to $E = 1$ MeV. However, the level of detail discernible in the recovered electron spectrum is not sufficient to determine whether or not any upper cutoff energy exists.Comment: 7 pages, 5 figures, submitted to Astrophysical Journa