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A Multicore Convex Optimization Algorithm with Applications to Video Restoration
- Citation Author(s):
- Submitted by:
- Emilie Chouzenoux
- Last updated:
- 8 May 2019 - 8:22am
- Document Type:
- Presentation Slides
- Document Year:
- 2018
- Event:
- Presenters:
- Emilie CHOUZENOUX
- Paper Code:
- 2695
- Categories:
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In this paper, we present a new distributed algorithm for minimizing a sum of non-necessarily differentiable convex
functions composed with arbitrary linear operators. The overall cost function is assumed strongly convex.
Each involved function is associated with a node of a hypergraph having the ability to communicate with neighboring nodes sharing the same hyperedge. Our algorithm relies on a primal-dual splitting strategy with established convergence guarantees. We show how it can be efficiently implemented to take full advantage of a multicore architecture. The good numerical performance of the proposed approach is illustrated in a problem of video sequence denoising, where a significant speedup is achieved.