scholarly journals A Constrained Convex Optimization Approach to Hyperspectral Image Restoration with Hybrid Spatio-Spectral Regularization

2020 ◽  
Vol 12 (21) ◽  
pp. 3541
Author(s):  
Saori Takeyama ◽  
Shunsuke Ono ◽  
Itsuo Kumazawa

We propose a new constrained optimization approach to hyperspectral (HS) image restoration. Most existing methods restore a desirable HS image by solving some optimization problems, consisting of a regularization term(s) and a data-fidelity term(s). The methods have to handle a regularization term(s) and a data-fidelity term(s) simultaneously in one objective function; therefore, we need to carefully control the hyperparameter(s) that balances these terms. However, the setting of such hyperparameters is often a troublesome task because their suitable values depend strongly on the regularization terms adopted and the noise intensities on a given observation. Our proposed method is formulated as a convex optimization problem, utilizing a novel hybrid regularization technique named Hybrid Spatio-Spectral Total Variation (HSSTV) and incorporating data-fidelity as hard constraints. HSSTV has a strong noise and artifact removal ability while avoiding oversmoothing and spectral distortion, without combining other regularizations such as low-rank modeling-based ones. In addition, the constraint-type data-fidelity enables us to translate the hyperparameters that balance between regularization and data-fidelity to the upper bounds of the degree of data-fidelity that can be set in a much easier manner. We also develop an efficient algorithm based on the alternating direction method of multipliers (ADMM) to efficiently solve the optimization problem. We illustrate the advantages of the proposed method over various HS image restoration methods through comprehensive experiments, including state-of-the-art ones.

2019 ◽  
Vol 2019 ◽  
pp. 1-19
Author(s):  
NingNing Du ◽  
Yan-Kui Liu ◽  
Ying Liu

In financial optimization problem, the optimal portfolios usually depend heavily on the distributions of uncertain return rates. When the distributional information about uncertain return rates is partially available, it is important for investors to find a robust solution for immunization against the distribution uncertainty. The main contribution of this paper is to develop an ambiguous value-at-risk (VaR) optimization framework for portfolio selection problems, where the distributions of uncertain return rates are partially available. For tractability consideration, we deal with new safe approximations of ambiguous probabilistic constraints under two types of random perturbation sets and obtain two equivalent tractable formulations of the ambiguous probabilistic constraints. Finally, to demonstrate the potential for solving portfolio optimization problems, we provide a practical example about the Chinese stock market. The advantage of the proposed robust optimization method is also illustrated by comparing it with the existing optimization approach via numerical experiments.


2016 ◽  
Vol 172 ◽  
pp. 253-261 ◽  
Author(s):  
Ning He ◽  
Jin-Bao Wang ◽  
Lu-Lu Zhang ◽  
Ke Lu

Author(s):  
Haiyan Fan ◽  
Yunjin Chen ◽  
Yulan Guo ◽  
Hongyan Zhang ◽  
Gangyao Kuang

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