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Tuomo Valkonen

Publications and source records attributed to Tuomo Valkonen.

At least 37 records · Page 2Linked to original sources
arXiv2022

Mumford-Shah regularization in electrical impedance tomography with complete electrode model

In electrical impedance tomography, we aim to solve the conductivity within a target body through electrical measurements made on the surface of the target. This inverse conductivity problem is severely ill-posed, especially in real applications with only partial boundary data available. Thus regularization has to be introduced. Conventionally regularization promoting smooth features is used, however, the Mumford--Shah regularizer familiar for image segmentation is more appropriate for targets consisting of several distinct objects or materials. It is, however, numerically challenging. We show theoretically through $Γ$-convergence that a modification of the Ambrosio--Tortorelli approximation of the Mumford--Shah regularizer is applicable to electrical impedance tomography, in particular the complete electrode model of boundary measurements. With numerical and experimental studies, we confirm that this functional works in practice and produces higher quality results than typical regularizations employed in electrical impedance tomography when the conductivity of the target consists of distinct smoothly-varying regions.

math.OC↗
arXiv2021

Regularisation, optimisation, subregularity

Regularisation theory in Banach spaces, and non--norm-squared regularisation even in finite dimensions, generally relies upon Bregman divergences to replace norm convergence. This is comparable to the extension of first-order optimisation methods to Banach spaces. Bregman divergences can, however, be somewhat suboptimal in terms of descriptiveness. Using the concept of (strong) metric subregularity, previously used to prove the fast local convergence of optimisation methods, we show norm convergence in Banach spaces and for non--norm-squared regularisation. For problems such as total variation regularised image reconstruction, the metric subregularity reduces to a geometric condition on the ground truth: flat areas in the ground truth have to compensate for the fidelity term not having second-order growth within the kernel of the forward operator. Our approach to proving such regularisation results is based on optimisation formulations of inverse problems. As a side result of the regularisation theory that we develop, we provide regularisation complexity results for optimisation methods: how many steps $N_δ$ of the algorithm do we have to take for the approximate solutions to converge as the corruption level $δ\searrow 0$?

math.OC↗
arXiv2020

Non-planar sensing skins for structural health monitoring based on electrical resistance tomography

Electrical resistance tomography (ERT) -based distributed surface sensing systems, or sensing skins, offer alternative sensing techniques for structural health monitoring, providing capabilities for distributed sensing of, for example, damage, strain and temperature. Currently, however, the computational techniques utilized for sensing skins are limited to planar surfaces. In this paper, to overcome this limitation, we generalize the ERT-based surface sensing to non-planar surfaces covering arbitrarily shaped three-dimensional structures; We construct a framework in which we reformulate the image reconstruction problem of ERT using techniques of Riemannian geometry, and solve the resulting problem numerically. We test this framework in series of numerical and experimental studies. The results demonstrate that the feasibility of the proposed formulation and the applicability of ERT-based sensing skins for non-planar geometries.

physics.comp-ph↗
arXiv2020

Predictive online optimisation with applications to optical flow

Online optimisation revolves around new data being introduced into a problem while it is still being solved; think of deep learning as more training samples become available. We adapt the idea to dynamic inverse problems such as video processing with optical flow. We introduce a corresponding predictive online primal-dual proximal splitting method. The video frames now exactly correspond to the algorithm iterations. A user-prescribed predictor describes the evolution of the primal variable. To prove convergence we need a predictor for the dual variable based on (proximal) gradient flow. This affects the model that the method asymptotically minimises. We show that for inverse problems the effect is, essentially, to construct a new dynamic regulariser based on infimal convolution of the static regularisers with the temporal coupling. We finish by demonstrating excellent real-time performance of our method in computational image stabilisation and convergence in terms of regularisation theory.

math.OC↗
arXiv2020

Inverse problems with second-order Total Generalized Variation constraints

Total Generalized Variation (TGV) has recently been introduced as penalty functional for modelling images with edges as well as smooth variations. It can be interpreted as a "sparse" penalization of optimal balancing from the first up to the $k$-th distributional derivative and leads to desirable results when applied to image denoising, i.e., $L^2$-fitting with TGV penalty. The present paper studies TGV of second order in the context of solving ill-posed linear inverse problems. Existence and stability for solutions of Tikhonov-functional minimization with respect to the data is shown and applied to the problem of recovering an image from blurred and noisy data.

math.NA↗
arXiv2020

Relaxed Gauss-Newton methods with applications to electrical impedance tomography

As second-order methods, Gauss--Newton-type methods can be more effective than first-order methods for the solution of nonsmooth optimization problems with expensive-to-evaluate smooth components. Such methods, however, often do not converge. Motivated by nonlinear inverse problems with nonsmooth regularization, we propose a new Gauss--Newton-type method with inexact relaxed steps. We prove that the method converges to a set of disjoint critical points given that the linearisation of the forward operator for the inverse problem is sufficiently precise. We extensively evaluate the performance of the method on electrical impedance tomography (EIT).

math.OC↗
arXiv2020

Primal-dual block-proximal splitting for a class of non-convex problems

We develop block structure adapted primal-dual algorithms for non-convex non-smooth optimisation problems whose objectives can be written as compositions $G(x)+F(K(x))$ of non-smooth block-separable convex functions $G$ and $F$ with a non-linear Lipschitz-differentiable operator $K$. Our methods are refinements of the non-linear primal-dual proximal splitting method for such problems without the block structure, which itself is based on the primal-dual proximal splitting method of Chambolle and Pock for convex problems. We propose individual step length parameters and acceleration rules for each of the primal and dual blocks of the problem. This allows them to convergence faster by adapting to the structure of the problem. For the squared distance of the iterates to a critical point, we show local $O(1/N)$, $O(1/N^2)$ and linear rates under varying conditions and choices of the step lengths parameters. Finally, we demonstrate the performance of the methods on practical inverse problems: diffusion tensor imaging and electrical impedance tomography.

math.OC↗
arXiv2020

Primal-dual proximal splitting and generalized conjugation in non-smooth non-convex optimization

We demonstrate that difficult non-convex non-smooth optimization problems, such as Nash equilibrium problems and anisotropic as well as isotropic Potts segmentation model, can be written in terms of generalized conjugates of convex functionals. These, in turn, can be formulated as saddle-point problems involving convex non-smooth functionals and a general smooth but non-bilinear coupling term. We then show through detailed convergence analysis that a conceptually straightforward extension of the primal--dual proximal splitting method of Chambolle and Pock is applicable to the solution of such problems. Under sufficient local strong convexity assumptions of the functionals -- but still with a non-bilinear coupling term -- we even demonstrate local linear convergence of the method. We illustrate these theoretical results numerically on the aforementioned example problems.

math.OC↗
arXiv2020

Preconditioned proximal point methods and notions of partial subregularity

Based on the needs of convergence proofs of preconditioned proximal point methods, we introduce notions of partial strong submonotonicity and partial (metric) subregularity of set-valued maps. We study relationships between these two concepts, neither of which is generally weaker or stronger than the other one. For our algorithmic purposes, the novel submonotonicity turns out to be easier to employ than more conventional error bounds obtained from subregularity. Using strong submonotonicity, we demonstrate the linear convergence of the Primal-Dual Proximal splitting method to some strictly complementary solutions of example problems from image processing and data science. This is without the conventional assumption that all the objective functions of the involved saddle point problem are strongly convex.

math.OC↗
arXiv2020

Inertial, corrected, primal-dual proximal splitting

We study inertial versions of primal-dual proximal splitting, also known as the Chambolle--Pock method. Our starting point is the preconditioned proximal point formulation of this method. By adding correctors corresponding to the anti-symmetric part of the relevant monotone operator, using a FISTA-style gap unrolling argument, we are able to derive gap estimates instead of merely ergodic gap estimates. Moreover, based on adding a diagonal component to this corrector, we are able to combine strong convexity based acceleration with inertial acceleration. We test our proposed method on image processing and inverse problems problems, obtaining convergence improvements for sparse Fourier inversion and Positron Emission Tomography.

math.OC↗
arXiv2019

Block-proximal methods with spatially adapted acceleration

We study and develop (stochastic) primal--dual block-coordinate descent methods for convex problems based on the method due to Chambolle and Pock. Our methods have known convergence rates for the iterates and the ergodic gap: $O(1/N^2)$ if each block is strongly convex, $O(1/N)$ if no convexity is present, and more generally a mixed rate $O(1/N^2)+O(1/N)$ for strongly convex blocks, if only some blocks are strongly convex. Additional novelties of our methods include blockwise-adapted step lengths and acceleration, as well as the ability to update both the primal and dual variables randomly in blocks under a very light compatibility condition. In other words, these variants of our methods are doubly-stochastic. We test the proposed methods on various image processing problems, where we employ pixelwise-adapted acceleration.

math.OC↗
arXiv2018

Testing and non-linear preconditioning of the proximal point method

Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple iteration-wise inequality. When applied to fixed point operators, the latter can be seen as a generalisation of firm non-expansivity or the $α$-averaged property. The main purpose of this work is to provide the abstract background theory for our companion paper "Block-proximal methods with spatially adapted acceleration". In the present account we demonstrate the effectiveness of the general approach on several classical algorithms, as well as their stochastic variants. Besides, of course, the proximal point method, these method include the gradient descent, forward--backward splitting, Douglas--Rachford splitting, Newton's method, as well as several methods for saddle-point problems, such as the Alternating Directions Method of Multipliers, and the Chambolle--Pock method.

math.OC↗
arXiv2018

Interior-proximal primal-dual methods

We study preconditioned proximal point methods for a class of saddle point problems, where the preconditioner decouples the overall proximal point method into an alternating primal--dual method. This is akin to the Chambolle--Pock method or the ADMM. In our work, we replace the squared distance in the dual step by a barrier function on a symmetric cone, while using a standard (Euclidean) proximal step for the primal variable. We show that under non-degeneracy and simple linear constraints, such a hybrid primal--dual algorithm can achieve linear convergence on originally strongly convex problems involving the second-order cone in their saddle point form. On general symmetric cones, we are only able to show an $O(1/N)$ rate. These results are based on estimates of strong convexity of the barrier function, extended with a penalty to the boundary of the symmetric cone.

math.OC↗
arXiv2018

Acceleration and global convergence of a first-order primal--dual method for nonconvex problems

The primal--dual hybrid gradient method (PDHGM, also known as the Chambolle--Pock method) has proved very successful for convex optimization problems involving linear operators arising in image processing and inverse problems. In this paper, we analyze an extension to nonconvex problems that arise if the operator is nonlinear. Based on the idea of testing, we derive new step length parameter conditions for the convergence in infinite-dimensional Hilbert spaces and provide acceleration rules for suitably (locally and/or partially) monotone problems. Importantly, we prove linear convergence rates as well as global convergence in certain cases. We demonstrate the efficacy of these step length rules for PDE-constrained optimization problems.

math.OC↗
arXiv2018

Spherical function regularization for parallel MRI reconstruction

From the optimization point of view, a difficulty with parallel MRI with simultaneous coil sensitivity estimation is the multiplicative nature of the non-linear forward operator: the image being reconstructed and the coil sensitivities compete against each other, causing the optimization process to be very sensitive to small perturbations. This can, to some extent, be avoided by regularizing the unknown in a suitably "orthogonal" fashion. In this paper, we introduce such a regularization based on spherical function bases. To perform this regularization, we represent efficient recurrence formulas for spherical Bessel functions and associated Legendre functions. Numerically, we study the solution of the model with non-linear ADMM. We perform various numerical simulations to demonstrate the efficacy of the proposed model in parallel MRI reconstruction.

math.NA↗
arXiv2017

Primal-dual extragradient methods for nonlinear nonsmooth PDE-constrained optimization

We study the extension of the Chambolle--Pock primal-dual algorithm to nonsmooth optimization problems involving nonlinear operators between function spaces. Local convergence is shown under technical conditions including metric regularity of the corresponding primal-dual optimality conditions. We also show convergence for a Nesterov-type accelerated variant provided one part of the functional is strongly convex. We show the applicability of the accelerated algorithm to examples of inverse problems with $L^1$- and $L^\infty$-fitting terms as well as of state-constrained optimal control problems, where convergence can be guaranteed after introducing an (arbitrary small, still nonsmooth) Moreau--Yosida regularization. This is verified in numerical examples.

math.OC↗
arXiv2017

Stability of saddle points via explicit coderivatives of pointwise subdifferentials

We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient is an explicit pointwise characterization of the Fréchet coderivative of the subdifferential of convex integral functionals. This is applied to several stability properties for parameter identification problems for an elliptic partial differential equation with non-differentiable data fitting terms.

math.OC↗