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1.
    
We consider the image denoising problem using total variation (TV) regularization. This problem can be computationally challenging to solve due to the non-differentiability and non-linearity of the regularization term. We propose an alternating direction augmented Lagrangian (ADAL) method, based on a new variable splitting approach that results in subproblems that can be solved efficiently and exactly. The global convergence of the new algorithm is established for the anisotropic TV model. For the isotropic TV model, by doing further variable splitting, we are able to derive an ADAL method that is globally convergent. We compare our methods with the split Bregman method [T. Goldstein and S. Osher, The split Bregman method for l1-regularized problems, SIAM J. Imaging Sci. 2 (2009), pp. 323],which is closely related to it, and demonstrate their competitiveness in computational performance on a set of standard test images.  相似文献   

2.
    
We propose a new splitting augmented Lagrangian method (SALM) for solving a class of optimization problems with both cardinality constraint and semicontinuous variables constraint. The proposed approach, inspired by the penalty decomposition method in [Z.S. Lu and Y. Zhang, Sparse approximation via penalty decomposition methods, SIAM J. Optim. 23(4) (2013), pp. 2448–2478], splits the problem into two subproblems using auxiliary variables. SALM solves two subproblems alternatively. Furthermore, we prove the convergence of SALM, under certain assumptions. Finally, SALM is implemented on the portfolio selection problem and the compressed sensing problem, respectively. Numerical results show that SALM outperforms the well-known tailored approach in CPLEX 12.6 and the penalty decomposition method, respectively.  相似文献   

3.
孙艳敏  郭强  张彩明 《图学学报》2021,42(3):414-425
受传输干扰或存储不当等因素的影响,现实应用中获取的某些图像通常会存在像素缺失现象,这给图像的后续分析与处理带来了一定影响.解决该问题的常用方法是对图像进行低秩修复.利用低秩特性进行修复的方法大多以秩函数建模,由于矩阵秩函数是非凸离散的,该模型的求解是一个NP难问题,所以通常利用核范数对矩阵的秩进行凸松弛.但是,基于核范...  相似文献   

4.
    
ABSTRACT

We consider the problem of minimizing a smooth nonconvex function over a structured convex feasible set, that is, defined by two sets of constraints that are easy to treat when considered separately. In order to exploit the structure of the problem, we define an equivalent formulation by duplicating the variables and we consider the augmented Lagrangian of this latter formulation. Following the idea of the Alternating Direction Method of Multipliers (ADMM), we propose an algorithm where a two-blocks decomposition method is embedded within an augmented Lagrangian framework. The peculiarities of the proposed algorithm are the following: (1) the computation of the exact solution of a possibly nonconvex subproblem is not required; (2) the penalty parameter is iteratively updated once an approximated stationary point of the augmented Lagrangian is determined. Global convergence results are stated under mild assumptions and without requiring convexity of the objective function. Although the primary aim of the paper is theoretical, we perform numerical experiments on a nonconvex problem arising in machine learning, and the obtained results show the practical advantages of the proposed approach with respect to classical ADMM.  相似文献   

5.
针对在油藏裂缝中地下无线传感网络节点定位问题,提出一种基于可变方向增强拉格朗日方法和粒子群优化相结合的定位算法。锚节点布置在井筒固定位置,传感器节点随压裂过程进入裂缝具有位置随机分布特性,节点间采用三线圈磁感应方式通信。推导了基于接收信号磁感应强度的节点间距离估计公式,据此获得全部节点与锚节点及与其邻居节点的距离集合。然后将定位问题转化为半定规划问题,并采用可变方向增强拉格朗日方法求解上述凸优化问题,获得初步定位,再将其作为粒子群优化算法的初始值,在上述初始值小邻域内局部搜索获得最优解作为最终定位。仿真结果表明该算法相对定位误差低于0.6,且定位精度受测量噪声变化影响较小。  相似文献   

6.
An alternating direction dual augmented Lagrangian method for second-order cone programming (SOCP) problems is proposed. In the algorithm, at each iteration it first minimizes the dual augmented Lagrangian function with respect to the dual variables, and then with respect to the dual slack variables while keeping the other two variables fixed, and then finally it updates the Lagrange multipliers. Convergence result is given. Numerical results demonstrate that our method is fast and efficient, especially for the large-scale second-order cone programming.  相似文献   

7.
为了提高低分辨率模糊图像的质量,提出了一种基于自适应双lp-l2范数的超分辨率盲重建方法。该方法分为模糊核估计子过程和超分辨率非盲重建子过程。在模糊核估计子过程中,使用双lp-l2范数先验同时约束锐化图像和模糊核的估计,并使用图像梯度的阈值分割,实现锐化图像lp-l2范数约束的自适应组合;在超分辨率非盲重建子过程中,结合估计到的模糊核,使用基于非局部中心化稀疏表示的超分辨率方法重建出最终的高分辨率图像。仿真实验中,与基于双l0-l2范数的方法相比,该算法重建结果的平均峰值信噪比(PSNR)提高了0.16 dB,平均结构相似度(SSIM)提高了0.0045,平均差方和比降低了0.13。实验结果表明,所提方法能估计出较准确的模糊核,最终的重建图像中,振铃得到有效抑制,图像质量较好。  相似文献   

8.
    
In this paper, the unified frame of alternating direction method of multipliers (ADMM) is proposed for solving three classes of matrix equations arising in control theory including the linear matrix equation, the generalized Sylvester matrix equation and the quadratic matrix equation. The convergence properties of ADMM and numerical results are presented. The numerical results show that ADMM tends to deliver higher quality solutions with less computing time on the tested problems.  相似文献   

9.
提出一种基于交替方向乘子法的(Alternating Direction Method of Multipliers;ADMM)稀疏非负矩阵分解语音增强算法;该算法既能克服经典非负矩阵分解(Nonnegative Matrix Factorization;NMF)语音增强算法存在收敛速度慢、易陷入局部最优等问题;也能发挥ADMM分解矩阵具有的强稀疏性。算法分为训练和增强两个阶段:训练时;采用基于ADMM非负矩阵分解算法对噪声频谱进行训练;提取噪声字典;保存其作为增强阶段的先验信息;增强时;通过稀疏非负矩阵分解算法;从带噪语音频谱中对语音字典和语音编码进行估计;重构原始干净的语音;实现语音增强。实验表明;该算法速度更快;增强后语音的失真更小;尤其在瞬时噪声环境下效果显著。  相似文献   

10.
近年来,基于矩阵低秩表示模型的图像显著性目标检测受到了广泛关注.在传统模型中通常对秩最小化问题进行凸松弛,但是这种方法在每次迭代中必须执行矩阵奇异值分解(SVD),计算复杂度较高.为此,提出了一种低秩矩阵双因子分解和结构化稀疏矩阵分解联合优化模型,并应用于显著性目标检测.该模型不仅利用低秩矩阵双因子分解和交替方向法(A...  相似文献   

11.
汪保  孙秦 《计算机应用研究》2011,28(11):4118-4120
针对非线性数值优化问题,提出一种在分布式环境下的基于牛顿法的并行算法。引入松弛变量,将不等式约束转换为等式约束,利用广义拉格朗日乘子将约束优化问题转换为无约束子优化问题。为了并行地求解这些子优化问题,将Newton迭代法中的Hessian矩阵进行适当的分裂,采用简单迭代法求解Newton法中的线性方程组。在理论上对该算法进行了收敛性分析。在HP rx2600集群上进行的数值实验结果表明并行效率达90%以上。  相似文献   

12.
针对特征保持的三维网格模型孔洞修复问题,提出一种基于扩展总变差正则项的修复算法.首先,根据邻接三角形中边界边的性质识别孔洞边界,利用动态规划方法重构孔洞区域的连接关系;然后,建立适用于三维网格模型修复的变分优化模型;最后,引入增广拉格朗日方法求解变分模型,迭代地优化三维网格模型的顶点位置.以带有孔洞的三维网格模型为数据,与2种基于体素的修复算法以及1种基于曲面的修复算法进行对比实验,实验结果表明,该算法能够有效地修复孔洞区域特征,在保持三维网格模型原始特征的同时全局地重建整个模型.  相似文献   

13.
《国际计算机数学杂志》2012,89(14):3026-3045
We present a variational binary level-set method to solve a class of elliptic problems in shape optimization. By the ‘ersatz material’ approach, which amounts to fill the holes by a weak phase, the original shape optimization model is approximated by a two-phase optimization problem. Under the binary level-set framework, we need to optimize a smooth functional under a binary constraint. We propose an augmented Lagrangian method to solve the constrained optimization problem. Numerical results are presented and compared with those obtained by level-set methods, which demonstrate the robustness and efficiency of our method.  相似文献   

14.
受带噪线路或电子感应设备老化等影响,高光谱图像在编码和传输过程中往往会被混合噪声污染,严重影响后续图像检测、分类、跟踪、解卷等应用的性能.为实现有效地去噪,将零化滤波技术扩展至高光谱图像修复中,提出一种结构化矩阵恢复的混合噪声去除算法.首先根据高光谱图像不同波段之间的关联性和局部空间邻域的关滑性,将不同图像子块构建成具有Hankel结构的低秩矩阵;然后考虑Hankel化线性操作并不破坏混合噪声的稀疏状态,将稀疏性约束作为先验条件;最后使用截断核范数和组稀疏范数分别替代低秩和稀疏约束函数,构建双先验条件下的目标模型,并采用交替方向乘子法进行变量优化求解.整体去噪流程通过图像patch分组、子块优化和patch重组3个步骤实现.通过多组行业通用高光谱数据进行实验的结果表明,该算法在视觉效果和定量评价PSNR,SSIM以及SAD上都明显优于现有的高光谱噪声去除算法.  相似文献   

15.
结合人体运动数据的低秩性,将人体运动捕获数据恢复问题建模为低秩矩阵填充问题.不同于传统方法采用核范数作为矩阵秩函数的凸松弛,引入非凸的矩阵Capped核范数(CaNN).首先,建立基于CaNN正则化的人体运动捕获数据恢复模型;其次,利用交替方向乘子法,结合截断参数自适应学习与(逆)离散余弦傅里叶变换对模型进行快速求解;最后,在CMU数据集和HDM05数据集上,将CaNN模型与经典的TSMC,TrNN,IRNN-Lp和TSPN模型进行对比实验.恢复误差和视觉效果比较结果表明,CaNN能够有效地对失真数据进行恢复,且恢复后的运动序列与真实运动序列逼近度较高.  相似文献   

16.
    
We consider a primal–dual augmented Lagrangian (PDAL) method for optimization problems with equality constraints. Each step of the PDAL requires solving the primal–dual (PD) linear system of equations. We show that under the standard second-order optimality condition the PDAL method generates a sequence, which locally converges to the PD solution with quadratic rate.  相似文献   

17.
《国际计算机数学杂志》2012,89(10):1412-1425
This paper proposes a hybrid LQP-based method (LQP, logarithmic-quadratic proximal) to solve a class of structured variational inequalities. In this method, an intermediate point is produced by solving a nonlinear equation system based on the LQP method; a descent direction is constructed using this iterate and the new iterate is obtained by a convex combination of the previous point and the one generated by a projection-type method along this descent direction. Global convergence of the new method is proved under mild assumptions. Preliminary numerical results for traffic equilibrium problems verify the computational preferences of the new method.  相似文献   

18.
针对图像处理中目标函数为对图像梯度的约束,形式为正则项与保真项之和的优化问题,提出了一种对该优化问题的变形形式,并给出了基于交替方向乘子法(alternating direction method of multipliers,ADMM)的优化算法进行求解.在约束条件下采用每个图像中的最小单元上的分段式,使得在每步迭代中的每个子问题可以分化为在每个最小单元上的二元优化问题,从而可直接获得优化问题的最优解.所提出的优化形式与优化算法可以控制每步迭代的时间复杂度在O(N),其中N为优化问题在该图像区域中最小单元的个数,还可进一步根据图像的分割进行并行化.文中给出了2个图像上比较经典的优化问题:L0模优化问题和Poisson图像编辑的优化算法.与现有的基于迭代算法相比,文中算法在达到相似结果的同时,可具有更快计算速度与更小的内存消耗.  相似文献   

19.
ABSTRACT

Support vector machine (SVM) has proved to be a successful approach for machine learning. Two typical SVM models are the L1-loss model for support vector classification (SVC) and ε-L1-loss model for support vector regression (SVR). Due to the non-smoothness of the L1-loss function in the two models, most of the traditional approaches focus on solving the dual problem. In this paper, we propose an augmented Lagrangian method for the L1-loss model, which is designed to solve the primal problem. By tackling the non-smooth term in the model with Moreau–Yosida regularization and the proximal operator, the subproblem in augmented Lagrangian method reduces to a non-smooth linear system, which can be solved via the quadratically convergent semismooth Newton's method. Moreover, the high computational cost in semismooth Newton's method can be significantly reduced by exploring the sparse structure in the generalized Jacobian. Numerical results on various datasets in LIBLINEAR show that the proposed method is competitive with the most popular solvers in both speed and accuracy.  相似文献   

20.
    
Consider two variations of the method of multipliers, or classical augmented Lagrangian method for convex programming. The proximal method of multipliers adjoins quadratic primal proximal terms to the augmented Lagrangian, and has a stronger primal convergence theory than the standard method. On the other hand, the alternating direction method of multipliers, which uses a special kind of partial minimization of the augmented Lagrangian, is conducive to the derivation of decomposition methods finding application in parallel computing. This note shows convergence a method combining the features of these two variations. The method is closely related to some algorithms of Gols'shtein. A comparison of the methods helps illustrate the close relationship between previously separate bodies of Western and Soviet literature.  相似文献   

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