A number of recent works have emphasized the prominent role played by the Kurdyka-Łojasiewicz inequality for proving the convergence of iterative algorithms solving possibly nonsmooth/nonconvex optimization problems. In this work, we consider the minimization of an objective function satisfying this property, which is a sum of two terms: (i) a differentiable, but not necessarily convex, function and (ii) a function that is not necessarily convex, nor necessarily differentiable. The latter function is expressed as a separable sum of functions of blocks of variables. Such an optimization problem can be addressed with the Forward–Backward algorithm which can be accelerated thanks to the use of variable metrics derived from the Majorize–Minimize principle. We propose to combine the latter acceleration technique with an alternating minimization strategy which relies upon a flexible update rule. We give conditions under which the sequence generated by the resulting Block Coordinate Variable Metric Forward–Backward algorithm converges to a critical point of the objective function. An application example to a nonconvex phase retrieval problem encountered in signal/image processing shows the efficiency of the proposed optimization method.
1 January 2021 in SIAM Journal on Imaging Sciences
We introduce a new paradigm for solving regularized variational problems. These are typically formulated to address ill-posed inverse problems encountered in signal and image processing. The object...
In the context of next-generation radio telescopes, like the Square Kilometre Array (SKA), the efficient processing of large-scale data sets is extremely important. Convex optimization tasks under the compressive sensing framework have recently emerged and provide both enhanced image reconstruction quality and scalability to increasingly larger data sets. We focus herein mainly on scalability and propose two new convex optimization algorithmic structures able to solve the convex optimization tasks arising in radio-interferometric imaging. They rely on proximal splitting and forward-backward iterations and can be seen, by analogy, with the clean major-minor cycle, as running sophisticated clean-like iterations in parallel in multiple data, prior, and image spaces. Both methods support any convex regularization function, in particular, the well-studied ℓ1 priors promoting image sparsity in an adequate domain. Tailored for big-data, they employ parallel and distributed computations to achieve scalability, in terms of memory and computational requirements. One of them also exploits randomization, over data blocks at each iteration, offering further flexibility. We present simulation results showing the feasibility of the proposed methods as well as their advantages compared to state-of-the-art algorithmic solvers. Our matlab code is available online on GitHub.
The ℓ 1 /ℓ 2 ratio regularization function has shown good performance for retrieving sparse signals in a number of recent works, in the context of blind deconvolution. Indeed, it benefits from a scale invariance property much desirable in the blind context. However, the ℓ 1 /ℓ 2 function raises some difficulties when solving the nonconvex and nonsmooth minimization problems resulting from the use of such a penalty term in current restoration methods. In this paper, we propose a new penalty based on a smooth approximation to the ℓ 1 /ℓ 2 function. In addition, we develop a proximal-based algorithm to solve variational problems involving this function and we derive theoretical convergence results. We demonstrate the effectiveness of our method through a comparison with a recent alternating optimization strategy dealing with the exact ℓ 1 /ℓ 2 term, on an application to seismic data blind deconvolution.