Local linear convergence analysis of Primal–Dual splitting methods

In this paper, we study the local linear convergence properties of a versatile class of Primal–Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of the problem are partly smooth relative to smooth manifolds, we present a unified local convergence analysis framework for these methods. More precisely, in our framework, we first show that (i) the sequences generated by Primal–Dual splitting methods identify a pair of primal and dual smooth manifolds in a finite number of iterations, and then (ii) enter a local linear convergence regime, which is characterized based on the structure of the underlying active smooth manifolds. We also show how our results for Primal–Dual splitting can be specialized to cover existing ones on Forward–Backward splitting and Douglas–Rachford splitting/ADMM (alternating direction methods of multipliers). Moreover, based on these obtained local convergence analysis result, several practical acceleration techniques are discussed. To exemplify the usefulness of the obtained result, we consider several concrete numerical experiments arising from fields including signal/image processing, inverse problems and machine learning. The demonstration not only verifies the local linear convergence behaviour of Primal–Dual splitting methods, but also the insights on how to accelerate them in practice.     

Local Convergence Properties of Douglas–Rachford and Alternating Direction Method of Multipliers

The Douglas–Rachford and alternating direction method of multipliers are two proximal splitting algorithms designed to minimize the sum of two proper lower semi-continuous convex functions whose proximity operators are easy to compute. The goal of this work is to understand the local linear convergence behaviour of Douglas–Rachford (resp. alternating direction method of multipliers) when the involved functions (resp. their Legendre–Fenchel conjugates) are moreover partly smooth. More precisely, when the two functions (resp. their conjugates) are partly smooth relative to their respective smooth submanifolds, we show that Douglas–Rachford (resp. alternating direction method of multipliers) (i) identifies these manifolds in finite time; (ii) enters a local linear convergence regime. When both functions are locally polyhedral, we show that the optimal convergence radius is given in terms of the cosine of the Friedrichs angle between the tangent spaces of the identified submanifolds. Under polyhedrality of both functions, we also provide conditions sufficient for finite convergence. The obtained results are illustrated by several concrete examples and supported by numerical experiments.     

Sampling from Non-smooth Distributions Through Langevin Diffusion

Methodology and Computing in Applied Probability - In this paper, we propose proximal splitting-type algorithms for sampling from distributions whose densities are not necessarily smooth nor...     

First-order optimization algorithms via inertial systems with Hessian driven damping

For controlled discrete-time stochastic processes we introduce a new class of dynamic risk measures, which we call process-based. Their main feature is that they measure risk of processes that are functions of the history of a base process. We introduce a new concept of conditional stochastic time consistency and we derive the structure of process-based risk measures enjoying this property. We show that they can be equivalently represented by a collection of static law-invariant risk measures on the space of functions of the state of the base process. We apply this result to controlled Markov processes and we derive dynamic programming equations. We also derive dynamic programming equations for multistage stochastic programming with decision-dependent distributions.

     

Morphological Component Analysis and Inpainting on the Sphere: Application in Physics and Astrophysics

Morphological Component Analysis (MCA) is a new method which takes advantage of the sparse representation of structured data in large overcomplete dictionaries to separate features in the data based on the diversity of their morphology. It is an efficient technique in such problems as separating an image into texture and piecewise smooth parts or for inpainting applications. The MCA algorithm consists of an iterative alternating projection and thresholding scheme, using a successively decreasing threshold towards zero with each iteration. In this article, the MCA algorithm is extended to the analysis of spherical data maps as may occur in a number of areas such as geophysics, astrophysics or medical imaging. Practically, this extension is made possible thanks to the variety of recently developed transforms on the sphere including several multiscale transforms such as the undecimated isotropic wavelet transform on the sphere, the ridgelet and curvelet transforms on the sphere. An MCA-inpainting method is then directly extended to the case of spherical maps allowing us to treat problems where parts of the data are missing or corrupted. We demonstrate the usefulness of these new tools of spherical data analysis by focusing on a selection of challenging applications in physics and astrophysics.     

3D curvelet transforms and astronomical data restoration

This paper describes two new 3D curvelet decompositions, which are built in a way similar to the first generation of curvelets (Starck et al., 2002 [35]). The first one, called BeamCurvelet transform, is well designed for representing 1D filaments in a 3D space, while the second one, the RidCurvelet transform, is designed to analyze 2D surfaces. We show that these constructions can be useful for different applications such as filament detection, denoising or inpainting. Hence, they could lead to alternative approaches for analyzing 3D cosmological data sets, such as catalogs of galaxies, λCDM simulation or weak lensing data.     

2D-QSAR modeling,drug-likeness studies,ADMET prediction,and molecular docking for anti-lung cancer activity of 3-substituted-5-(phenylamino) indolone derivatives

Structural Chemistry - In this work, 2D-quantitative structure–activity relationship (QSAR) studies were performed on a set of 40 indolone derivative hybrids; the 40 indolone derivatives were...