We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for boundconstrained convex quadratic programming [J.J. Moré and G. Toraldo, SIAM J. Optim. 1, 1991], our approach alternates between two phases until convergence: an identification phase, which performs gradient projection iterations until either a candidate active set is identified or no reasonable progress is made, and an unconstrained minimization phase, which reduces the objective function in a suitable space defined by the identification phase, by applying either the conjugate gradient method or a recently proposed spectral gradient method. However, the algorithm differs from GPCG not only because it deals with a more general class of problems, but mainly for the way it stops the minimization phase. This is based on a comparison between a measure of optimality in the reduced space and a measure of bindingness of the variables that are on the bounds, defined by extending the concept of proportional iterate, which was proposed by some authors for box-constrained problems. If the objective function is bounded, the algorithm converges to a stationary point thanks to a suitable application of the gradient projection method in the identification phase. For strictly convex problems, the algorithm converges to the optimal solution in a finite number of steps even in case of degeneracy. Extensive numerical experiments show the effectiveness of the proposed approach.Gradient Projection (GP) methods are widely used to solve large-scale SLBQP problems, thanks to the availability of low-cost projection algorithms onto the feasible set of (1.1) (see, e.g, [8,12,9]). In particular, Spectral Projected Gradient methods [4], other GP methods exploiting variants of Barzilai-Borwein (BB) steps [35,12], and more recent Scaled Gradient Projection methods [6] have proved their effectiveness in several applications.Bound-constrained Quadratic Programming problems (BQPs) can be regarded as a special case of SLBQPs, where the theory or the implementation can be simplified. This has favoured the development of more specialized gradient-based methods, built upon the idea of combining steps aimed at identifying the variables that are active at a solution (or at a stationary point) with unconstrained minimizations in reduced spaces defined by fixing the variables that are estimated active [31,24,32,25,3,20,22,27,21,28]. Thanks to the identification properties of the GP method [7] and to its capability of adding/removing multiple variables to/from the active set in a single iteration, GP steps are a natural choice to determine the active variables. A wellknown method based on this approach is GPCG [32], developed for strictly convex BQPs. It alternates between two phases: an identification phase, which performs GP iterations until a suitable face of the feasible set is identified or no reasonable progress toward the solution is achieved, and a minimization phase, which uses the ...
We are interested in the restoration of noisy and blurry images where the texture mainly follows a single direction (i.e., directional images). Problems of this type arise, for example, in microscopy or computed tomography for carbon or glass fibres. In order to deal with these problems, the Directional Total Generalized Variation (DTGV) was developed by Kongskov et al. in 2017 and 2019, in the case of impulse and Gaussian noise. In this article we focus on images corrupted by Poisson noise, extending the DTGV regularization to image restoration models where the data fitting term is the generalized Kullback–Leibler divergence. We also propose a technique for the identification of the main texture direction, which improves upon the techniques used in the aforementioned work about DTGV. We solve the problem by an ADMM algorithm with proven convergence and subproblems that can be solved exactly at a low computational cost. Numerical results on both phantom and real images demonstrate the effectiveness of our approach.
We propose a method, called ACQUIRE, for the solution of constrained optimization problems modeling the restoration of images corrupted by Poisson noise. The objective function is the sum of a generalized Kullback-Leibler divergence term and a TV regularizer, subject to nonnegativity and possibly other constraints, such as flux conservation. ACQUIRE is a line-search method that considers a smoothed version of TV, based on a Huber-like function, and computes the search directions by minimizing quadratic approximations of the problem, built by exploiting some second-order information. A classical second-order Taylor approximation is used for the Kullback-Leibler term and an iteratively reweighted norm approach for the smoothed TV term. We prove that the sequence generated by the method has a subsequence converging to a minimizer of the smoothed problem and any limit point is a minimizer. Furthermore, if the problem is strictly convex, the whole sequence is convergent. We note that convergence is achieved without requiring the exact minimization of the quadratic subproblems; low accuracy in this minimization can be used in practice, as shown by numerical results. Experiments on reference test problems show that our method is competitive with well-established methods for TV-based Poisson image restoration, in terms of both computational efficiency and image quality.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
customersupport@researchsolutions.com
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.