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Juan Carlos De los Reyes

Publications and source records attributed to Juan Carlos De los Reyes.

6 recordsLinked to original sources

Analysis of Four-Dimensional Variational Data Assimilation Problems in Low Regularity Spaces

We carry out a rigorous analysis of four-dimensional variational data assimilation ($4D$-VAR) problems for linear and semilinear parabolic partial differential equations. Continuity of the state with respect to the spatial variable is required since pointwise observations of the state variable appear in the cost functional. Using maximal parabolic regularity tools, we prove this regularity for initial conditions with $L^β$-regularity guaranteed by control constraints, rather than Sobolev regularity of the controls ensured by artificial cost terms. We obtain existence of optimal controls and first order necessary optimality conditions for both the convex and nonconvex problem with spatial dimension $d=2,3$, as well as second order sufficient optimality conditions for the nonconvex problem for $d=2$.

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Bilevel Imaging Learning Problems as Mathematical Programs with Complementarity Constraints: Reformulation and Theory

We investigate a family of bilevel imaging learning problems where the lower-level instance corresponds to a convex variational model involving first- and second-order nonsmooth sparsity-based regularizers. By using geometric properties of the primal-dual reformulation of the lower-level problem and introducing suitable auxiliar variables, we are able to reformulate the original bilevel problems as Mathematical Programs with Complementarity Constraints (MPCC). For the latter, we prove tight constraint qualification conditions (MPCC-RCPLD and partial MPCC-LICQ) and derive Mordukhovich (M-) and Strong (S-) stationarity conditions. The stationarity systems for the MPCC turn also into stationarity conditions for the original formulation. Second-order sufficient optimality conditions are derived as well, together with a local uniqueness result for stationary points. The proposed reformulation may be extended to problems in function spaces, leading to MPCC's with constraints on the gradient of the state. The MPCC reformulation also leads to the efficient use of available large-scale nonlinear programming solvers, as shown in a companion paper, where different imaging applications are studied.

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Optimal control of a nonsmooth PDE arising in the modeling of shear-thickening fluids

This paper focuses on the analysis of an optimal control problem governed by a nonsmooth quasilinear partial differential equation that models a stationary incompressible shear-thickening fluid. We start by studying the directional differentiability of the non-smooth term within the state equation as a prior step to demonstrate the directional differentiability of the solution operator. Thereafter, we establish a primal first order necessary optimality condition (Bouligand (B) stationarity), which is derived from the directional differentiability of the solution operator. By using a local regularization of the nonsmooth term and carrying out an asymptotic analysis thereafter, we rigourously derive a weak stationarity system for local minima. By combining the B- and weak stationarity conditions, and using the regularity of the Lagrange multiplier, we are able to obtain a strong stationarity system that includes an inequality for the scalar product between the symmetrized gradient of the state and the Lagrange multiplier.

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Optimality Conditions for Bilevel Imaging Learning Problems with Total Variation Regularization

We address the problem of optimal scale-dependent parameter learning in total variation image denoising. Such problems are formulated as bilevel optimization instances with total variation denoising problems as lower-level constraints. For the bilevel problem, we are able to derive M-stationarity conditions, after characterizing the corresponding Mordukhovich generalized normal cone and verifying suitable constraint qualification conditions. We also derive B-stationarity conditions, after investigating the Lipschitz continuity and directional differentiability of the lower-level solution operator. A characterization of the Bouligand subdifferential of the solution mapping, by means of a properly defined linear system, is provided as well. Based on this characterization, we propose a two-phase non-smooth trust-region algorithm for the numerical solution of the bilevel problem and test it computationally for two particular experimental settings.

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Learning the Sampling Pattern for MRI

The discovery of the theory of compressed sensing brought the realisation that many inverse problems can be solved even when measurements are "incomplete". This is particularly interesting in magnetic resonance imaging (MRI), where long acquisition times can limit its use. In this work, we consider the problem of learning a sparse sampling pattern that can be used to optimally balance acquisition time versus quality of the reconstructed image. We use a supervised learning approach, making the assumption that our training data is representative enough of new data acquisitions. We demonstrate that this is indeed the case, even if the training data consists of just 7 training pairs of measurements and ground-truth images; with a training set of brain images of size 192 by 192, for instance, one of the learned patterns samples only 35% of k-space, however results in reconstructions with mean SSIM 0.914 on a test set of similar images. The proposed framework is general enough to learn arbitrary sampling patterns, including common patterns such as Cartesian, spiral and radial sampling.

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A bilevel learning approach for optimal observation placement in variational data assimilation

In this paper we propose a bilevel optimization approach for the placement of space and time observations in variational data assimilation problems. Within the framework of supervised learning, we consider a bilevel problem where the lower-level task is the variational reconstruction of the initial condition of a semilinear system, and the upper-level problem solves the optimal placement with help of a sparsity inducing function. Due to the pointwise nature of the observations, an optimality system with regular Borel measures is obtained as necessary optimality condition for the lower-level problem. The latter is then considered as constraint for the upper-level instance, yielding an optimization problem constrained by a multi-state system with measures. We demonstrate existence of Lagrange multipliers and derive a necessary optimality system characterizing the optimal solution of the bilevel problem. The numerical solution is carried out also on two levels. The lower-level problem is solved using a standard BFGS method, while the upper-level one is solved by means of a projected BFGS algorithm based on the estimation of $ε$-active sets. Finally some numerical experiments are presented to illustrate the main features of our approach.

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