A forward-backward view of some primal-dual optimization methods in image recovery

A wide array of image recovery problems can be abstracted into the problem of minimizing a sum of composite convex functions in a Hilbert space. To solve such problems, primal-dual proximal approaches have been developed which provide efficient solutions to large-scale optimization problems. The objective of this paper is to show that a number of existing algorithms can be derived from a general form of the forward-backward algorithm applied in a suitable product space. Our approach also allows us to develop useful extensions of existing algorithms by introducing a variable metric. An illustration to image restoration is provided.

[1]  Bang Công Vu,et al.  A splitting algorithm for dual monotone inclusions involving cocoercive operators , 2011, Advances in Computational Mathematics.

[2]  Jean-Yves Audibert Optimization for Machine Learning , 1995 .

[3]  Tom Goldstein,et al.  The Split Bregman Method for L1-Regularized Problems , 2009, SIAM J. Imaging Sci..

[4]  Laurent Condat,et al.  A Primal–Dual Splitting Method for Convex Optimization Involving Lipschitzian, Proximable and Linear Composite Terms , 2013, J. Optim. Theory Appl..

[5]  P. L. Combettes,et al.  Variable metric forward–backward splitting with applications to monotone inclusions in duality , 2012, 1206.6791.

[6]  Xiaoming Yuan,et al.  Adaptive Primal-Dual Hybrid Gradient Methods for Saddle-Point Problems , 2013, 1305.0546.

[7]  Marc Teboulle,et al.  A proximal-based decomposition method for convex minimization problems , 1994, Math. Program..

[8]  Antonin Chambolle,et al.  Diagonal preconditioning for first order primal-dual algorithms in convex optimization , 2011, 2011 International Conference on Computer Vision.

[9]  I. Loris,et al.  On a generalization of the iterative soft-thresholding algorithm for the case of non-separable penalty , 2011, 1104.1087.

[10]  J. Pesquet,et al.  A Parallel Inertial Proximal Optimization Method , 2012 .

[11]  Émilie Chouzenoux,et al.  A penalized weighted least squares approach for restoring data corrupted with signal-dependent noise , 2012, 2012 Proceedings of the 20th European Signal Processing Conference (EUSIPCO).

[12]  Heinz H. Bauschke,et al.  Convex Analysis and Monotone Operator Theory in Hilbert Spaces , 2011, CMS Books in Mathematics.

[13]  P. L. Combettes,et al.  Primal-Dual Splitting Algorithm for Solving Inclusions with Mixtures of Composite, Lipschitzian, and Parallel-Sum Type Monotone Operators , 2011, Set-Valued and Variational Analysis.

[14]  Patrick L. Combettes,et al.  An Algorithm for Splitting Parallel Sums of Linearly Composed Monotone Operators, with Applications to Signal Recovery , 2013, 1305.5828.

[15]  Tony F. Chan,et al.  A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science , 2010, SIAM J. Imaging Sci..

[16]  Mário A. T. Figueiredo,et al.  Deconvolution of Poissonian images using variable splitting and augmented Lagrangian optimization , 2009, 2009 IEEE/SP 15th Workshop on Statistical Signal Processing.

[17]  Gabriele Steidl,et al.  Deblurring Poissonian images by split Bregman techniques , 2010, J. Vis. Commun. Image Represent..

[18]  P. L. Combettes,et al.  A proximal decomposition method for solving convex variational inverse problems , 2008, 0807.2617.

[19]  Patrick L. Combettes,et al.  Systems of Structured Monotone Inclusions: Duality, Algorithms, and Applications , 2012, SIAM J. Optim..

[20]  Patrick L. Combettes,et al.  A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality , 2010, SIAM J. Optim..

[21]  Patrick L. Combettes,et al.  Proximal Splitting Methods in Signal Processing , 2009, Fixed-Point Algorithms for Inverse Problems in Science and Engineering.

[22]  P. L. Combettes,et al.  Dualization of Signal Recovery Problems , 2009, 0907.0436.

[23]  Xiaoqun Zhang,et al.  A primal–dual fixed point algorithm for convex separable minimization with applications to image restoration , 2013 .

[24]  Valérie R. Wajs,et al.  A variational formulation for frame-based inverse problems , 2007 .

[25]  Antonin Chambolle,et al.  A First-Order Primal-Dual Algorithm for Convex Problems with Applications to Imaging , 2011, Journal of Mathematical Imaging and Vision.

[26]  Radu Ioan Bot,et al.  Convergence Analysis for a Primal-Dual Monotone + Skew Splitting Algorithm with Applications to Total Variation Minimization , 2012, Journal of Mathematical Imaging and Vision.

[27]  M. Fortin,et al.  Augmented Lagrangian methods : applications to the numerical solution of boundary-value problems , 1983 .

[28]  J. Moreau Proximité et dualité dans un espace hilbertien , 1965 .

[29]  Bingsheng He,et al.  Convergence Analysis of Primal-Dual Algorithms for a Saddle-Point Problem: From Contraction Perspective , 2012, SIAM J. Imaging Sci..