MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization

Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms for convex composite models are accelerated first order methods, however they can take a large number of iterations to compute an acceptable solution for large-scale problems. In this paper we propose to speed up first order methods by taking advantage of the structure present in many applications and in image processing in particular. Our method is based on multi-level optimization methods and exploits the fact that many applications that give rise to large scale models can be modelled using varying degrees of fidelity. We use Nesterov's acceleration techniques together with the multi-level approach to achieve $\mathcal{O}(1/\sqrt{\epsilon})$ convergence rate, where $\epsilon$ denotes the desired accuracy. The proposed method has a better convergence rate than any other existing multi-level method for convex problems, and in addition has the same rate as accelerated methods, which is known to be optimal for first-order methods. Moreover, as our numerical experiments show, on large-scale face recognition problems our algorithm is several times faster than the state of the art

Multi-Objective Synthesis of Filtering Dipole Array Based on Tuning-Space Mapping

In the paper, we apply tuning-space mapping to multi-objective synthesis of a filtering antenna. The antenna is going to be implemented as a planar dipole array with serial feeding. Thanks to the multi-objective approach, we can deal with conflicting requirements on gain, impedance matching, side-lobe level, and main-lobe direction. MOSOMA algorithm is applied to compute Pareto front of optimal solutions by changing lengths of dipoles and parameters of transmission lines connecting them into a serial array. Exploitation of tuning space mapping significantly reduces CPU-time demands of the multi-objective synthesis: a coarse optimization evaluates objectives using a wire model of the filtering array (4NEC2, method of moments), and a fine optimization exploits a realistic planar model of the array (CST Microwave Studio, finite integration technique). The synthesized filtering antenna was manufactured, and its parameters were measured to be compared with objectives. The number of dipoles in the array is shown to influence the match of measured parameters and objectives