Multilevel Geometric Optimization for Regularised Constrained Linear Inverse Problems

arXiv:2207.04934v3 Announce Type: replace-cross
Abstract: We present a geometric multilevel optimization approach that smoothly incorporates box constraints. Given a box constrained optimization problem, we consider a hierarchy of models with varying discretization levels. Finer models are accurate but expensive to compute, while coarser models are less accurate but cheaper to compute. When working at the fine level, multilevel optimisation computes the search direction based on a coarser model which speeds up updates at the fine level. Moreover, exploiting geometry induced …

abstract arxiv box compute constraints cs.cv linear math.dg math.oc optimization type