iPiano: Inertial Proximal Algorithm for Non-Convex Optimization

In this paper we study an algorithm for solving a minimization problem composed of a differentiable (possibly non-convex) and a convex (possibly non-differentiable) function. The algorithm iPiano combines forward-backward splitting with an inertial force. It can be seen as a non-smooth split version of the Heavy-ball method from Polyak. A rigorous analysis of the algorithm for the proposed class of problems yields global convergence of the function values and the arguments. This makes the algorithm robust for usage on non-convex problems. The convergence result is obtained based on the \KL inequality. This is a very weak restriction, which was used to prove convergence for several other gradient methods. First, an abstract convergence theorem for a generic algorithm is proved, and, then iPiano is shown to satisfy the requirements of this theorem. Furthermore, a convergence rate is established for the general problem class. We demonstrate iPiano on computer vision problems: image denoising with learned priors and diffusion based image compression.Comment: 32pages, 7 figures, to appear in SIAM Journal on Imaging Science

A higher-order MRF based variational model for multiplicative noise reduction

The Fields of Experts (FoE) image prior model, a filter-based higher-order Markov Random Fields (MRF) model, has been shown to be effective for many image restoration problems. Motivated by the successes of FoE-based approaches, in this letter, we propose a novel variational model for multiplicative noise reduction based on the FoE image prior model. The resulted model corresponds to a non-convex minimization problem, which can be solved by a recently published non-convex optimization algorithm. Experimental results based on synthetic speckle noise and real synthetic aperture radar (SAR) images suggest that the performance of our proposed method is on par with the best published despeckling algorithm. Besides, our proposed model comes along with an additional advantage, that the inference is extremely efficient. {Our GPU based implementation takes less than 1s to produce state-of-the-art despeckling performance.}Comment: 5 pages, 5 figures, to appear in IEEE Signal Processing Letter