A parallel Tseng’s splitting method for solving common variational inclusion applied to signal recovery problems

In this work we propose an accelerated algorithm that combines various techniques, such as inertial proximal algorithms, Tseng’s splitting algorithm, and more, for solving the common variational inclusion problem in real Hilbert spaces. We establish a strong convergence theorem of the algorithm under standard and suitable assumptions and illustrate the applicability and advantages of the new scheme for signal recovering problem arising in compressed sensing.

Proximal Algorithms for Discrete-Level Phase-Shifting Mask Design with Application to Optogenetics

This work studies the problem of designing computer-generated holograms using phase-shifting masks limited to represent only a small number of discrete phase levels. This problem has various applications, notably in the emerging field of optogenetics and lithography. A novel regularized cost function is proposed for the problem at hand that penalizes the unfeasible phase levels. Since the proposed cost function is non-smooth, we derive proper proximal gradient algorithms for its minimization. Simulation results, considering an optogenetics application, demonstrate that the proposed proximal gradient algorithm yields better performance as compared to other algorithms proposed in the literature.

Tensor-Free Proximal Methods for Lifted Bilinear/Quadratic Inverse Problems with Applications to Phase Retrieval

We propose and study a class of novel algorithms that aim at solving bilinear and quadratic inverse problems. Using a convex relaxation based on tensorial lifting, and applying first-order proximal algorithms, these problems could be solved numerically by singular value thresholding methods. However, a direct realization of these algorithms for, e.g., image recovery problems is often impracticable, since computations have to be performed on the tensor-product space, whose dimension is usually tremendous. To overcome this limitation, we derive tensor-free versions of common singular value thresholding methods by exploiting low-rank representations and incorporating an augmented Lanczos process. Using a novel reweighting technique, we further improve the convergence behavior and rank evolution of the iterative algorithms. Applying the method to the two-dimensional masked Fourier phase retrieval problem, we obtain an efficient recovery method. Moreover, the tensor-free algorithms are flexible enough to incorporate a priori smoothness constraints that greatly improve the recovery results.

PROXIMAL ALGORITHMS FOR BI-LEVEL CONVEX OPTIMIZATION PROBLEMS

In this paper, problems of bi-level convex minimization in a Hilbert space are considered. The bi-level convex minimization problem is to minimize the first convex function on the set of minima of the second convex function. This setting has many applications, but the implicit constraints generated by the internal problem make it difficult to obtain optimality conditions and construct algorithms. Multilevel optimization problems are formulated in a similar way, the source of which is the operation research problems (optimization according to sequentially specified criteria or lexicographic optimization). Attention is focused on problem solving using two proximal methods. The main theoretical results are theorems on the convergence of methods in various situations. The first of the methods is obtained by combining the penalty function method and the proximal method. Strong convergence is proved in the case of strong convexity of the function of the exterior problem. In the general case, only weak convergence has been proved. The second, the so-called proximal-gradient method, is a combination of one of the variants of the fast proximal-gradient algorithm with the method of penalty functions. The rates of convergence of the proximal-gradient method and its weak convergence are proved.