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Helmut Gfrerer

Publications and source records attributed to Helmut Gfrerer.

At least 19 recordsLinked to original sources

Efficient TV regularization of large-scale linear inverse problems via the SCD semismooth* Newton method with applications in tomography

In this paper, we consider the efficient numerical minimization of Tikhonov functionals resulting from total-variation (TV) regularization of linear inverse problems. Since the TV penalty is non-smooth, this is typically done either via smooth approximations, which are inexact, or using non-smooth optimization techniques, which can often be numerically expensive, in particular for large-scale problems. Here, we present a numerically efficient minimization approach based on the recently proposed semismooth* Newton method, which employs a novel concept of graphical derivatives and exhibits locally superlinear convergence. The proposed approach is specifically tailored to TV regularization, suitable for large-scale inverse problems, and supported by strong mathematical convergence guarantees. Furthermore, we demonstrate its performance on two (large-scale) tomographic imaging problems and compare our results to those obtained via other state-of-the-art TV regularization approaches. Finally, an open-source Matlab implementation of the proposed method is made available online at https://github.com/HGfrerer/TVReg-2D-Semismoothstar-Newton.

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Characterizations of the Aubin property of the KKT-mapping in composite optimization by SC derivatives and quadratic bundles

For general set-valued mappings, the Aubin property is ultimately tied to limiting coderivatives by the Mordukhovich criterion. Likewise, the existence of single-valued Lipschitzian localizations is related to strict graphical derivatives. In this paper we will show that for the special case of the KKT-mapping from composite optimization, the Aubin property and the existence of single-valued Lipschitzian localizations can be characterized by SC derivatives and quadratic bundles, respectively, which are easier accessible than limiting coderivatives and strict graphical derivatives.

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Lipschitz upper semicontinuity of linear inequality systems under full perturbations

The present paper is focused on the computation of the Lipschitz upper semicontinuity modulus of the feasible set mapping in the context of fully perturbed linear inequality systems; i.e., where all coefficients are allowed to be perturbed. The direct antecedent comes from the framework of right-hand side (RHS, for short) perturbations. The difference between both parametric contexts, full vs RHS perturbations, is emphasized. In particular, the polyhedral structure of the graph of the feasible set mapping in the latter framework enables us to apply classical results as those of Hoffman [A. J. HOFFMAN, J. Res. Natl. Bur. Stand. 49 (1952), pp. 263--265] and Robinson [S. M. ROBINSON, Math. Progr. Study 14 (1981), pp. 206--214]. In contrast, the graph of the feasible set mapping under full perturbations is no longer polyhedral (not even convex). This fact requires ad hoc techniques to analyze the Lipschitz upper semicontinuity property and its corresponding modulus.

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On the role of semismoothness in the implicit programming approach to selected nonsmooth optimization problems

The paper deals with the implicit programming approach to a class of Mathematical Programs with Equilibrium Constraints (MPECs) and bilevel programs in the case when the corresponding reduced problems are solved using a bundle method of nonsmooth optimization. The obtained results allow us to supply the bundle algorithm with suitable, easily computable ``pseudosubgradients'', ensuring convergence to points satisfying a stationary condition. Both the theory and computational implementation heavily rely on the notion of SCD (subspace containing derivatives) mappings and the associated calculus. The approach is validated via a complex MPEC with equilibrium governed by a variational inequality of the 2nd kind, by a shape optimization problem with a nonsmooth objective and by an academic bilevel program with a nonsmooth upper-level objective.

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On strict proto-differentiability of set-valued mappings

We will show that a multifunction is strictly proto-differentiable at a point of its graph if and only if it is graphically strictly differentiable, i.e., the graph of the multifunction locally coincides, up to a change of coordinates, with the graph of a single-valued mapping, which is strictly differentiable at the transformed reference point. This result allows point-based characterizations of strict proto-differentiability in terms of various generalized derivatives. Further we will prove that under strict proto-differentiability the properties of strong metric regularity, metric regularity and strong metric subregularity are equivalent. Finally, under strict proto-differentiability of the subgradient mapping, we provide a novel second-order relation between function values and subgradients for prox-regular functions which constitutes a nonsmooth extension of the trapezoidal rule of numerical integration.

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On SCD Semismooth$^*$ Newton methods for the efficient minimization of Tikhonov functionals with non-smooth and non-convex penalties

We consider the efficient numerical minimization of Tikhonov functionals with nonlinear operators and non-smooth and non-convex penalty terms, which appear for example in variational regularization. For this, we consider a new class of SCD semismooth$^*$ Newton methods, which are based on a novel concept of graphical derivatives, and exhibit locally superlinear convergence. We present a detailed description of these methods, and provide explicit algorithms in the case of sparsity and total-variation penalty terms. The numerical performance of these methods is then illustrated on a number of tomographic imaging problems.

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On second-order variational analysis of variational convexity of prox-regular functions

Variational convexity, together with ist strong counterpart, of extended-real-valued functions has been recently introduced by Rockafellar. In this paper we present second-order characterizations of these properties, i.e., conditions using first-order generalized derivatives of the subgradient mapping. Up to now, such characterizations are only known under the assumptions of prox-regularity and subdifferential continuity and in this paper we discard the latter. To this aim we slightly modify the definitions of the generalized derivatives to be compatible with the $f$-attentive convergence appearing in the definition of subgradients. We formulate our results in terms of both coderivatives and subspace containing derivatives. We also give formulas for the exact bound of variational convexity and study relations between variational strong convexity, tilt-stable local minimizers and strong metric regularity of some truncation of the subgradient mapping.

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The Radius of Metric Regularity Revisited

The paper extends the 2003 radius of metric regularity theorem by Dontchev, Lewis & Rockafellar by providing an exact formula for the radius with respect to Lipschitz continuous perturbations in general Asplund spaces, thus, answering affirmatively an open question raised twenty years ago by Ioffe. In the non-Asplund case, we give natural upper bounds for the radius complementing the conventional lower bound in the theorem by Dontchev, Lewis & Rockafellar.

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On the isolated calmness property of implicitly defined multifunctions

The paper deals with an extension of the available theory of SCD (subspace containing derivatives) mappings to mappings between spaces of different dimensions. This extension enables us to derive workable sufficient conditions for the isolated calmness of implicitly defined multifunctions around given reference points. This stability property differs substantially from isolated calmness at a point and, possibly in conjunction with the Aubin property, offers a new useful stability concept. The application area includes a broad class of parameterized generalized equations, where the respective conditions ensure a rather strong type of Lipschitztan behavior of their solution maps.

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Radius Theorems for Subregularity in Infinite Dimensions

The paper continues our previous work [7] on the radius of subregularity that was initiated by Asen Dontchev. We extend the results of [7] to general Banach/Asplund spaces and to other classes of perturbations, and sharpen the coderivative tools used in the analysis of the robustness of well-posedness of mathematical problems and related regularity properties of mappings involved in the statements. We also expand the selection of classes of perturbations, for which the formula for the radius of strong subregularity is valid.

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Second-order optimality conditions for general nonconvex optimization problems and variational analysis of disjunctive systems

In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our conditions prove to be sufficient, for an essential local minimizer of second order, under merely basic smoothness and closedness assumptions on the data defining the problem.In the second part, we propose a comprehensive first- and second-order variational analysis of disjunctive systems and demonstrate how the second-order objects appearing in the optimality conditions can be effectively computed in this case.

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On the application of the SCD semismooth* Newton method to variational inequalities of the second kind

The paper starts with a description of the SCD (subspace containing derivative) mappings and the SCD semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one obtains an implementable algorithm exhibiting a locally superlinear convergence. Thereafter we suggest several globally convergent hybrid algorithms in which one combines the SCD semismooth* Newton method with selected splitting algorithms for the solution of monotone variational inequalities. Finally we demonstrate the efficiency of one of these methods via a Cournot-Nash equilibrium, modeled as a variational inequalities of the second kind, where one admits really large numbers of players (firms) and produced commodities.

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On (local) analysis of multifunctions via subspaces contained in graphs of generalized derivatives

The paper deals with a comprehensive theory of mappings, whose local behavior can be described by means of linear subspaces, contained in the graphs of two (primal and dual) generalized derivatives. This class of mappings includes the graphically Lipschitzian mappings and thus a number of multifunctions, frequently arising in optimization and equilibrium problems. The developed theory makes use of own generalized derivatives, provides us with some calculus rules and reveals a number of interesting connections. In particular, it enables us to construct a modification of the semismooth* Newton method with improved convergence properties and to derive a generalization of Clarke's Inverse Function Theorem to multifunctions together with new efficient characterizations of strong metric (sub)regularity and tilt stability.

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On the solution of contact problems with Tresca friction by the semismooth* Newton method

An equilibrium of a linear elastic body subject to loading and satisfying the friction and contact conditions can be described by a variational inequality of the second kind and the respective discrete model attains the form of a generalized equation. To its numerical solution we apply the semismooth* Newton method by Gfrerer and Outrata (2019) in which, in contrast to most available Newton-type methods for inclusions, one approximates not only the single-valued but also the multi-valued part. This is performed on the basis of limiting (Morduchovich) coderivative. In our case of the Tresca friction, the multi-valued part amounts to the subdifferential of a convex function generated by the friction and contact conditions. The full 3D discrete problem is then reduced to the contact boundary. Implementation details of the semismooth* Newton method are provided and numerical tests demonstrate its superlinear convergence and mesh independence.

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On the application of the semismooth* Newton method to variational inequalities of the second kind

The paper starts with a concise description of the recently developed semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one obtains an implementable algorithm exhibiting a local superlinear convergence. Thereafter we suggest several globally convergent hybrid algorithms in which one combines the semismooth* Newton method with selected splitting algorithms for the solution of monotone variational inequalities. Their efficiency is documented by extensive numerical experiments.

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Second-order optimality conditions for non-convex set-constrained optimization problems

In this paper we study second-order optimality conditions for non-convex set-constrained optimization problems. For a convex set-constrained optimization problem, it is well-known that second-order optimality conditions involve the support function of the second-order tangent set. In this paper we propose two approaches for establishing second-order optimality conditions for the non-convex case. In the first approach we extend the concept of the support function so that it is applicable to general non-convex set-constrained problems, whereas in the second approach we introduce the notion of the directional regular tangent cone and apply classical results of convex duality theory. Besides the second-order optimality conditions, the novelty of our approach lies in the systematic introduction and use, respectively, of directional versions of well-known concepts from variational analysis.

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New sharp necessary optimality conditions for mathematical programs with equilibrium constraints

In this paper, we study the mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. We derive a new necessary optimality condition which is sharper than the usual M-stationary condition and is applicable even when no constraint qualifications hold for the corresponding mathematical program with complementarity constraints (MPCC) reformulation.

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Stability analysis for parameterized variational systems with implicit constraints

In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems include, e.g., quasi-variational inequalities and implicit complementarity problems. Concerning the Aubin property, possible restrictions imposed on the parameter are also admitted. Throughout the paper, tools from the directional limiting generalized differential calculus are employed enabling us to impose only rather weak (non-restrictive) qualification conditions. Despite the very general problem setting, the resulting conditions are workable as documented by some academic examples

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