Dual Methods for Total Variation-Based Image Restoration



Similar documents
Nonlinear Optimization: Algorithms 3: Interior-point methods

Lecture 3. Linear Programming. 3B1B Optimization Michaelmas 2015 A. Zisserman. Extreme solutions. Simplex method. Interior point method

Numerisches Rechnen. (für Informatiker) M. Grepl J. Berger & J.T. Frings. Institut für Geometrie und Praktische Mathematik RWTH Aachen

Numerical Methods For Image Restoration

Variational approach to restore point-like and curve-like singularities in imaging

Lecture 2: The SVM classifier

Linear Programming Notes V Problem Transformations

Summer course on Convex Optimization. Fifth Lecture Interior-Point Methods (1) Michel Baes, K.U.Leuven Bharath Rangarajan, U.

Big Data - Lecture 1 Optimization reminders

4.6 Linear Programming duality

Lecture 3: Linear methods for classification

GenOpt (R) Generic Optimization Program User Manual Version 3.0.0β1

Towards real-time image processing with Hierarchical Hybrid Grids

Applications to Data Smoothing and Image Processing I

10.2 ITERATIVE METHODS FOR SOLVING LINEAR SYSTEMS. The Jacobi Method

The Heat Equation. Lectures INF2320 p. 1/88

Constrained curve and surface fitting

CONSTRAINED NONLINEAR PROGRAMMING

Linear Programming for Optimization. Mark A. Schulze, Ph.D. Perceptive Scientific Instruments, Inc.

Interior Point Methods and Linear Programming

Airport Planning and Design. Excel Solver

HPC enabling of OpenFOAM R for CFD applications

Duality in General Programs. Ryan Tibshirani Convex Optimization /36-725

Optimization - Elements of Calculus - Basics of constrained and unconstrained optimization

Proximal mapping via network optimization

An Overview Of Software For Convex Optimization. Brian Borchers Department of Mathematics New Mexico Tech Socorro, NM

Nonlinear Algebraic Equations Example

A NEW LOOK AT CONVEX ANALYSIS AND OPTIMIZATION

1 Introduction. Linear Programming. Questions. A general optimization problem is of the form: choose x to. max f(x) subject to x S. where.

Practical Guide to the Simplex Method of Linear Programming

The Steepest Descent Algorithm for Unconstrained Optimization and a Bisection Line-search Method

the points are called control points approximating curve

Numerical methods for American options

10. Proximal point method

Modern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh

Optimization Modeling for Mining Engineers

Two-Stage Stochastic Linear Programs

a 11 x 1 + a 12 x a 1n x n = b 1 a 21 x 1 + a 22 x a 2n x n = b 2.

Nonlinear Programming Methods.S2 Quadratic Programming

Largest Fixed-Aspect, Axis-Aligned Rectangle

9th Max-Planck Advanced Course on the Foundations of Computer Science (ADFOCS) Primal-Dual Algorithms for Online Optimization: Lecture 1

Parameter Estimation for Bingham Models

International Doctoral School Algorithmic Decision Theory: MCDA and MOO

IEOR 4404 Homework #2 Intro OR: Deterministic Models February 14, 2011 Prof. Jay Sethuraman Page 1 of 5. Homework #2

Convex Programming Tools for Disjunctive Programs

Derivative Free Optimization

Discrete Optimization

t := maxγ ν subject to ν {0,1,2,...} and f(x c +γ ν d) f(x c )+cγ ν f (x c ;d).

LABEL PROPAGATION ON GRAPHS. SEMI-SUPERVISED LEARNING. ----Changsheng Liu

Neuro-Dynamic Programming An Overview

Optimization Theory for Large Systems

Solving polynomial least squares problems via semidefinite programming relaxations

Solving Linear Programs

Level Set Framework, Signed Distance Function, and Various Tools

Stanford Math Circle: Sunday, May 9, 2010 Square-Triangular Numbers, Pell s Equation, and Continued Fractions

EECS 556 Image Processing W 09. Interpolation. Interpolation techniques B splines

NMR Measurement of T1-T2 Spectra with Partial Measurements using Compressive Sensing

Recovery of primal solutions from dual subgradient methods for mixed binary linear programming; a branch-and-bound approach

FINITE ELEMENT : MATRIX FORMULATION. Georges Cailletaud Ecole des Mines de Paris, Centre des Matériaux UMR CNRS 7633

In this section, we will consider techniques for solving problems of this type.

Introduction to Process Optimization

Linear Programming I

Yousef Saad University of Minnesota Computer Science and Engineering. CRM Montreal - April 30, 2008

BIG DATA PROBLEMS AND LARGE-SCALE OPTIMIZATION: A DISTRIBUTED ALGORITHM FOR MATRIX FACTORIZATION

Lecture 11: 0-1 Quadratic Program and Lower Bounds

An optimal transportation problem with import/export taxes on the boundary

GENERALIZED INTEGER PROGRAMMING

Date: April 12, Contents

Duality in Linear Programming

Linear Programming. March 14, 2014

POLYNOMIAL HISTOPOLATION, SUPERCONVERGENT DEGREES OF FREEDOM, AND PSEUDOSPECTRAL DISCRETE HODGE OPERATORS

Several Views of Support Vector Machines

Linear Threshold Units

Support Vector Machines

Optimal shift scheduling with a global service level constraint

LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS. 1. Dual linear program 2. Duality theory 3. Sensitivity analysis 4. Dual simplex method

Convolution. 1D Formula: 2D Formula: Example on the web:

Principles of demand management Airline yield management Determining the booking limits. » A simple problem» Stochastic gradients for general problems

AN INTRODUCTION TO NUMERICAL METHODS AND ANALYSIS

24. The Branch and Bound Method

2.2 Creaseness operator

Mathematical finance and linear programming (optimization)

FEM Software Automation, with a case study on the Stokes Equations

Lecture 1: Systems of Linear Equations

W009 Application of VTI Waveform Inversion with Regularization and Preconditioning to Real 3D Data

Further Study on Strong Lagrangian Duality Property for Invex Programs via Penalty Functions 1

2.3 Convex Constrained Optimization Problems

We can display an object on a monitor screen in three different computer-model forms: Wireframe model Surface Model Solid model

Black-Scholes Option Pricing Model

Stochastic Inventory Control

Bayesian Image Super-Resolution

Solutions Of Some Non-Linear Programming Problems BIJAN KUMAR PATEL. Master of Science in Mathematics. Prof. ANIL KUMAR

An Introduction to Applied Mathematics: An Iterative Process

Advanced Lecture on Mathematical Science and Information Science I. Optimization in Finance

Computational Optical Imaging - Optique Numerique. -- Deconvolution --

Transcription:

Dual Methods for Total Variation-Based Image Restoration Jamylle Carter Institute for Mathematics and its Applications University of Minnesota, Twin Cities Ph.D. (Mathematics), UCLA, 2001 Advisor: Tony F. Chan National Association of Mathematicians Session of Presentations by Recent Doctoral Recipients in the Mathematical Sciences 8 January 2002 1

Outline 1. Introduction to image processing 2. Total variation (TV) regularization (a) Primal (b) Dual 3. Solving dual TV (a) Barrier relaxation method 4. Summary, future work, and acknowledgements 2

Digital Images Digital Image An image f(x, y) discretized in both spatial coordinates and in brightness Digital Image = Matrix row and column indices = point in image matrix element value = gray level at that point pixel = element of digital array or picture element 3

Digital Image Processing Digital Image Processing Set of techniques for the manipulation, correction, and enhancement of digital images Methods Fourier/wavelet transforms Stochastic/statistical methods Partial differential equations (PDEs) and differential/geometric models Systematic treatment of geometric features of images (shape, contour, curvature) Wealth of techniques for PDEs and computational fluid dynamics 4

Examples of Digital Image Processing Smoothing Removing bad data Sharpening Highlighting edges (discontinuities) Restoration Determination of unknown original image from given noisy image Ill-conditioned inverse problem No unique solution Regularization techniques impose desirable properties on the solution 5

Outline 1. Introduction to image processing 2. Total variation (TV) regularization (a) Primal (b) Dual 3. Solving dual TV (a) Barrier relaxation method 4. Summary, future work, and acknowledgements 6

Digital Image Restoration Wanted: De-noised image u with edges Given Observed image z User-chosen weight α Need Regularity functional R(u) Function space S(Ω) Tikhonov regularization min u S(Ω) αr(u) + 1 2 u z 2 } {{ } error 7

Total Variation (TV) Regularization min αr(u) + 1 u z 2 u S(Ω) 2 Total Variation [Rudin-Osher-Fatemi 92] R(u) = u = Ω u dx dy where ( u x ) 2 + ( u y ) 2 S(Ω) = W 1,1 (Ω), first derivative in L 1 Features u need not be differentiable Discontinuities allowed Derivatives considered in the weak sense 8

Euler-Lagrange Equation 1st-order necessary condition for the minimizer u min u Ω α u + 1 2 (u z)2 dx dy Theory α ( u u ) + u z = 0 Degenerate when u = 0 Practice α u u 2 + u z = 0 + β small β > 0 9

Previous Work α u u 2 + u z = 0 + β Rudin-Osher-Fatemi 1992 Time marching to steady state with gradient descent. Improvement in Marquina-Osher 1999. Chan-Chan-Zhou 1995 Continuation procedure on β. Vogel-Oman 1996 Fixed point iteration. 10

Dependence on β α u u 2 + u z = 0 (1) + β β large Smeared edges. β small PDE nearly degenerate. No β if we rewrite (1) in terms of new variable... 11

T V (u) = Introduce Dual Variable w T V (u) = Ω u dx dy max ( u w) dx dy u Ω w 1 Ω max w 1 u( w) dx dy u smooth non-smooth ( ) w1 w =, w w i C0 (Ω), and w 1 2 (Giusti 1984, Chan-Golub-Mulet 1995) w = u u not unique Interpretation u smooth and u 0 otherwise 12

Deriving Dual Formulation min u Ω α u + 1 2 (u z)2 dx dy Weak definition of Total Variation = min u Ω α max w 1 u( w) + 1 2 (u z)2 dx dy Interchange max and min = max min w 1 u αu( w) + 1 Ω 2 (u z)2 dx dy } {{ } Ψ(u) Quadratic function of u Ψ(u) = 0 u = z + α( w) Write u in terms of w max w 1 Ω α (z + α( w)) ( w) } {{ } u + 1 2 (z + α( w) } {{ } u z) 2 dx dy 13

Dual Total Variation Regularization 3α2 max αz( w) + w 1 Ω 2 ( w)2 dx dy Advantages Quadratic objective function in w No need for β u = z + α( w) Disadvantages Constrained optimization problem One constraint per pixel 14

Outline 1. Introduction to image processing 2. Total variation (TV) regularization (a) Primal (b) Dual 3. Solving dual TV (a) Barrier relaxation method 4. Summary, future work, and acknowledgements 15

Dual Total Variation Algorithms Dissertation of C. 2001 Primal-Dual Interior Point (Developed by Mulet.) Relaxation (Coordinate Descent) Methods: Easy to code Dual Hybrid Barrier: Constrained unconstrained Suggested by Vandenberghe. 16

Discrete Dual Total Variation Regularization Discrete image has N = n n pixels Continuous 3α2 max αz( w) + w 1 Ω 2 ( w)2 dx dy w : Ω R 2 Discrete max w i 1 i=1,...,n w i = ( w x i w y i αz T Aw + 3α2 2 Aw 2 Aw represents w ) R 2 w = w 1. w N R 2N 17

Barrier Method Detailed max w i 1 i=1,...,n αz T Aw + 3α2 2 Aw 2 General Constrained Unconstrained min g i (w)>0 i=1,...,n f(w) where min w B(w, µ) B(w, µ) = f(w) µ N i=1 log g i (w) 18

Barrier Method Constrained problem sequence of unconstrained problems Barrier Function B(w, µ) = f(w) µ N log g i (w) } i=1 {{ } infinite penalty for violating feasibility as µ 0 Barrier Method: Solves sequence of min w B(w, µ k) for µ k 0 Use Relaxation Method to solve each for fixed µ k. min w B(w, µ k) 19

Relaxation Method min w B(w, µ k) Implementation 1. Fix all components of w except for the ith component. 2. Minimize B(w, µ k ) with respect to w i R 2 : min B(w w i, µ k ) + terms independent of i i Newton s method with backtracking line search 3. Update w i (Gauss-Seidel implementation converges for convex unconstrained problems) 4. Repeat procedure for i = 1,..., N 5. Iterate until convergence 20

Outline 1. Introduction to image processing 2. Total variation (TV) regularization (a) Primal (b) Dual 3. Solving dual TV (a) Barrier relaxation method 4. Summary, future work, and acknowledgements 21

Summary Dual Total Variation problem solved No smoothing parameter required Future Work Deeper understanding of w for non-smooth u More realistic images Barrier relaxation algorithm Tighter control of stopping criteria Multigrid implementation 22

Collaborators Tony F. Chan (UCLA) Professor, Department of Mathematics Dean, Division of Physical Sciences, College of Letters and Science Pep Mulet (University of València, Spain) Professor, Department of Applied Mathematics Lieven Vandenberghe (UCLA) Associate Professor, Department of Electrical Engineering 23

Thanks National Association of Mathematicians William Massey Institute for Mathematics and its Applications Audience 24