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Publications (3 of 3) Show all publications
Aspri, A., Banert, S., Öktem, O. & Scherzer, O. (2020). A Data-Driven Iteratively Regularized Landweber Iteration. Numerical Functional Analysis and Optimization, 41(10), 1190-1227
Open this publication in new window or tab >>A Data-Driven Iteratively Regularized Landweber Iteration
2020 (English)In: Numerical Functional Analysis and Optimization, ISSN 0163-0563, E-ISSN 1532-2467, Vol. 41, no 10, p. 1190-1227Article in journal (Refereed) Published
Abstract [en]

We derive and analyze a new variant of the iteratively regularized Landweber iteration, for solving linear and nonlinear ill-posed inverse problems. The method takes into account training data, which are used to estimate the interior of a black box, which is used to define the iteration process. We prove convergence and stability for the scheme in infinite dimensional Hilbert spaces. These theoretical results are complemented by some numerical experiments for solving linear inverse problems for the Radon transform and a nonlinear inverse problem for Schlieren tomography. 

Place, publisher, year, edition, pages
Informa UK Limited, 2020
Keywords
Black box strategy, expert and data driven regularization, Iteratively regularized Landweber iteration, Differential equations, Hilbert spaces, Inverse problems, Black boxes, Convergence and stability, Data driven, ILL-posed inverse problem, Landweber iteration, Linear inverse problems, Non-linear inverse problem, Numerical experiments, Iterative methods
National Category
Computational Mathematics
Identifiers
urn:nbn:se:kth:diva-274251 (URN)10.1080/01630563.2020.1740734 (DOI)000524686300001 ()2-s2.0-85082431265 (Scopus ID)
Note

QC 20250319

Available from: 2020-07-07 Created: 2020-07-07 Last updated: 2025-03-19Bibliographically approved
Banert, S., Ringh, A., Adler, J., Karlsson, J. & Öktem, O. (2020). Data-driven nonsmooth optimization. SIAM Journal on Optimization, 30(1), 102-131
Open this publication in new window or tab >>Data-driven nonsmooth optimization
Show others...
2020 (English)In: SIAM Journal on Optimization, ISSN 1052-6234, E-ISSN 1095-7189, Vol. 30, no 1, p. 102-131Article in journal (Refereed) Published
Abstract [en]

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first parametrize a class of optimization methods using a generic iterative scheme involving only linear operations and applications of proximal operators. This scheme contains some modern primal-dual first-order algorithms like the Douglas-Rachford and hybrid gradient methods as special cases. Moreover, we show weak convergence of the iterates to an optimal point for a new method which also belongs to this class. Next, we interpret the generic scheme as a neural network and use unsupervised training to learn the best set of parameters for a specific class of objective functions while imposing a fixed number of iterations. In contrast to other approaches of "learning to optimize," we present an approach which learns parameters only in the set of convergent schemes. Finally, we illustrate the approach on optimization problems arising in tomographic reconstruction and image deconvolution, and train optimization algorithms for optimal performance given a fixed number of iterations.

Place, publisher, year, edition, pages
Society for Industrial & Applied Mathematics (SIAM), 2020
Keywords
convex optimization, proximal algorithms, monotone operators, machine learning, inverse problems, computerized tomography
National Category
Computational Mathematics
Identifiers
urn:nbn:se:kth:diva-278765 (URN)10.1137/18M1207685 (DOI)000546998300005 ()2-s2.0-85084927877 (Scopus ID)
Note

QC 20200729

Available from: 2020-07-29 Created: 2020-07-29 Last updated: 2022-06-26Bibliographically approved
Banert, S. & Bot, R. I. (2019). A general double-proximal gradient algorithm for d.c. programming. Mathematical programming, 178(1-2), 301-326
Open this publication in new window or tab >>A general double-proximal gradient algorithm for d.c. programming
2019 (English)In: Mathematical programming, ISSN 0025-5610, E-ISSN 1436-4646, Vol. 178, no 1-2, p. 301-326Article in journal (Refereed) Published
Abstract [en]

The possibilities of exploiting the special structure of d.c. programs, which consist of optimising the difference of convex functions, are currently more or less limited to variants of the DCA proposed by Pham Dinh Tao and Le Thi Hoai An in 1997. These assume that either the convex or the concave part, or both, are evaluated by one of their subgradients. In this paper we propose an algorithm which allows the evaluation of both the concave and the convex part by their proximal points. Additionally, we allow a smooth part, which is evaluated via its gradient. In the spirit of primal-dual splitting algorithms, the concave part might be the composition of a concave function with a linear operator, which are, however, evaluated separately. For this algorithm we show that every cluster point is a solution of the optimisation problem. Furthermore, we show the connection to the Toland dual problem and prove a descent property for the objective function values of a primal-dual formulation of the problem. Convergence of the iterates is shown if this objective function satisfies the Kurdyka-Lojasiewicz property. In the last part, we apply the algorithm to an image processing model.

Place, publisher, year, edition, pages
SPRINGER HEIDELBERG, 2019
Keywords
d.c. programming, Toland dual, Proximal-gradient algorithm, Kurdyka-Lojasiewicz property, Convergence analysis
National Category
Mathematics
Identifiers
urn:nbn:se:kth:diva-264316 (URN)10.1007/s10107-018-1292-2 (DOI)000495020200008 ()31762494 (PubMedID)2-s2.0-85047255454 (Scopus ID)
Note

QC 20191202

Available from: 2019-12-02 Created: 2019-12-02 Last updated: 2022-06-26Bibliographically approved
Organisations
Identifiers
ORCID iD: ORCID iD iconorcid.org/0000-0001-8110-6007

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