Title
Bregman Itoh--Abe methods for sparse optimisation
Abstract
In this paper we propose optimisation methods for variational regularisation problems based on discretising the inverse scale space flow with discrete gradient methods. Inverse scale space flow generalises gradient flows by incorporating a generalised Bregman distance as the underlying metric. Its discrete-time counterparts, Bregman iterations and linearised Bregman iterations are popular regularisation schemes for inverse problems that incorporate a priori information without loss of contrast. Discrete gradient methods are tools from geometric numerical integration for preserving energy dissipation of dissipative differential systems. The resultant Bregman discrete gradient methods are unconditionally dissipative and achieve rapid convergence rates by exploiting structures of the problem such as sparsity. Building on previous work on discrete gradients for non-smooth, non-convex optimisation, we prove convergence guarantees for these methods in a Clarke subdifferential framework. Numerical results for convex and non-convex examples are presented.
Year
DOI
Venue
2020
10.1007/s10851-020-00944-x
JOURNAL OF MATHEMATICAL IMAGING AND VISION
Keywords
DocType
Volume
Non-convex optimisation,Non-smooth optimisation,Bregman iteration,Inverse scale space,Geometric numerical integration,Discrete gradient methods
Journal
62.0
Issue
ISSN
Citations 
SP6-7
0924-9907
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Martin Benning1595.89
Erlend Skaldehaug Riis200.34
Carola-Bibiane Schönlieb333439.39