Functions with Prescribed Best Linear Approximations

A common problem in applied mathematics is to find a function in a Hilbert space with prescribed best approximations from a finite number of closed vector subspaces. In the present paper we study the question of the existence of solutions to such problems. A finite family of subspaces is said to satisfy the \emph{Inverse Best Approximation Property (IBAP)} if there exists a point that admits any selection of points from these subspaces as best approximations. We provide various characterizations of the IBAP in terms of the geometry of the subspaces. Connections between the IBAP and the linear convergence rate of the periodic projection algorithm for solving the underlying affine feasibility problem are also established. The results are applied to problems in harmonic analysis, integral equations, signal theory, and wavelet frames

There is no variational characterization of the cycles in the method of periodic projections

The method of periodic projections consists in iterating projections onto $m$ closed convex subsets of a Hilbert space according to a periodic sweeping strategy. In the presence of $m\geq 3$ sets, a long-standing question going back to the 1960s is whether the limit cycles obtained by such a process can be characterized as the minimizers of a certain functional. In this paper we answer this question in the negative. Projection algorithms that minimize smooth convex functions over a product of convex sets are also discussed

Generalized Forward-Backward Splitting

This paper introduces the generalized forward-backward splitting algorithm for minimizing convex functions of the form $F + \sum_{i=1}^n G_i$, where $F$ has a Lipschitz-continuous gradient and the $G_i$'s are simple in the sense that their Moreau proximity operators are easy to compute. While the forward-backward algorithm cannot deal with more than $n = 1$ non-smooth function, our method generalizes it to the case of arbitrary $n$. Our method makes an explicit use of the regularity of $F$ in the forward step, and the proximity operators of the $G_i$'s are applied in parallel in the backward step. This allows the generalized forward backward to efficiently address an important class of convex problems. We prove its convergence in infinite dimension, and its robustness to errors on the computation of the proximity operators and of the gradient of $F$. Examples on inverse problems in imaging demonstrate the advantage of the proposed methods in comparison to other splitting algorithms.Comment: 24 pages, 4 figure

Asymptotic behavior of compositions of under-relaxed nonexpansive operators

In general there exists no relationship between the fixed point sets of the composition and of the average of a family of nonexpansive operators in Hilbert spaces. In this paper, we establish an asymptotic principle connecting the cycles generated by under-relaxed compositions of nonexpansive operators to the fixed points of the average of these operators. In the special case when the operators are projectors onto closed convex sets, we prove a conjecture by De Pierro which has so far been established only for projections onto affine subspaces

HIPAD - A Hybrid Interior-Point Alternating Direction algorithm for knowledge-based SVM and feature selection

We consider classification tasks in the regime of scarce labeled training data in high dimensional feature space, where specific expert knowledge is also available. We propose a new hybrid optimization algorithm that solves the elastic-net support vector machine (SVM) through an alternating direction method of multipliers in the first phase, followed by an interior-point method for the classical SVM in the second phase. Both SVM formulations are adapted to knowledge incorporation. Our proposed algorithm addresses the challenges of automatic feature selection, high optimization accuracy, and algorithmic flexibility for taking advantage of prior knowledge. We demonstrate the effectiveness and efficiency of our algorithm and compare it with existing methods on a collection of synthetic and real-world data.Comment: Proceedings of 8th Learning and Intelligent OptimizatioN (LION8) Conference, 201

Convex optimization problem prototyping for image reconstruction in computed tomography with the Chambolle-Pock algorithm

The primal-dual optimization algorithm developed in Chambolle and Pock (CP), 2011 is applied to various convex optimization problems of interest in computed tomography (CT) image reconstruction. This algorithm allows for rapid prototyping of optimization problems for the purpose of designing iterative image reconstruction algorithms for CT. The primal-dual algorithm is briefly summarized in the article, and its potential for prototyping is demonstrated by explicitly deriving CP algorithm instances for many optimization problems relevant to CT. An example application modeling breast CT with low-intensity X-ray illumination is presented.Comment: Resubmitted to Physics in Medicine and Biology. Text has been modified according to referee comments, and typos in the equations have been correcte

Compressed sensing imaging techniques for radio interferometry

Radio interferometry probes astrophysical signals through incomplete and noisy Fourier measurements. The theory of compressed sensing demonstrates that such measurements may actually suffice for accurate reconstruction of sparse or compressible signals. We propose new generic imaging techniques based on convex optimization for global minimization problems defined in this context. The versatility of the framework notably allows introduction of specific prior information on the signals, which offers the possibility of significant improvements of reconstruction relative to the standard local matching pursuit algorithm CLEAN used in radio astronomy. We illustrate the potential of the approach by studying reconstruction performances on simulations of two different kinds of signals observed with very generic interferometric configurations. The first kind is an intensity field of compact astrophysical objects. The second kind is the imprint of cosmic strings in the temperature field of the cosmic microwave background radiation, of particular interest for cosmology.Comment: 10 pages, 1 figure. Version 2 matches version accepted for publication in MNRAS. Changes includes: writing corrections, clarifications of arguments, figure update, and a new subsection 4.1 commenting on the exact compliance of radio interferometric measurements with compressed sensin