An efficient TVL1 algorithm for deblurring multichannel images corrupted by impulsive noise

We extend a recently proposed alternating minimization algorithm to the case of recovering blurry multichannel (color) images corrupted by impulsive rather than Gaussian noise. The algorithm minimizes the sum of a multichannel extension of total variation (TV), either isotropic or anisotropic, and a data fidelity term measured in the L1-norm. We derive the algorithm by … Read more

On Theory of Compressive Sensing via L1-Minimization:

Compressive (or compressed) sensing (CS) is an emerging methodology in computational signal processing that has recently attracted intensive research activities. At present, the basic CS theory includes recoverability and stability: the former quantifies the central fact that a sparse signal of length n can be exactly recovered from much less than n measurements via L1-minimization … Read more

A Fast Algorithm For Image Deblurring with Total Variation Regularization

We propose and test a simple algorithmic framework for recovering images from blurry and noisy observations based on total variation (TV) regularization when a blurring point-spread function is given. Using a splitting technique, we construct an iterative procedure of alternately solving a pair of easy subproblems associated with an increasing sequence of penalty parameter values. … Read more

A Fixed-Point Continuation Method for l_1-Regularized Minimization with Applications to Compressed Sensing

We consider solving minimization problems with $\ell_1$-regularization: $$\min \|x\|_1 + \mu f(x),$$ particularly for $f(x) = \frac{1}{2}\|Ax-b\|_M^2$ where $A \in \R^{m \times n}$ with $m < n$. Our goal is to construct efficient and robust algorithms for solving large-scale problems with dense data, and our approach is based on two powerful algorithmic ideas, operator-splitting and ... Read more

A General Robust-Optimization Formulation for Nonlinear Programming

Most research in robust optimization has so far been focused on inequality-only, convex conic programming with simple linear models for uncertain parameters. Many practical optimization problems, however, are nonlinear and non-convex. Even in linear programming, coefficients may still be nonlinear functions of uncertain parameters. In this paper, we propose robust formulations that extend the robust-optimization … Read more

On Numerical Solution of the Maximum Volume Ellipsoid Problem

In this paper we study practical solution methods for finding the maximum-volume ellipsoid inscribing a given full-dimensional polytope in $\Re^n$ defined by a finite set of linear inequalities. Our goal is to design a general-purpose algorithmic framework that is reliable and efficient in practice. To evaluate the merit of a practical algorithm, we consider two … Read more

Solving a Class of Semidefinite Programs via Nonlinear Programming

In this paper, we introduce a transformation that converts a class of linear and nonlinear semidefinite programming (SDP) problems into nonlinear optimization problems. For those problems of interest, the transformation replaces matrix-valued constraints by vector-valued ones, hence reducing the number of constraints by an order of magnitude. The class of transformable problems includes instances of … Read more

A Computational Study of a Gradient-Based Log-Barrier Algorithm for a Class of Large-Scale SDPs

The authors of this paper recently introduced a transformation \cite{BuMoZh99-1} that converts a class of semidefinite programs (SDPs) into nonlinear optimization problems free of matrix-valued constraints and variables. This transformation enables the application of nonlinear optimization techniques to the solution of certain SDPs that are too large for conventional interior-point methods to handle efficiently. Based … Read more