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SUMMARY:On a first-order primal-dual algorithm with applications to convex
  problems in computer vision - Thomas Pock\, Graz University of Technology
DTSTART:20110329T130000Z
DTEND:20110329T140000Z
UID:TALK30310@talks.cam.ac.uk
CONTACT:Microsoft Research Cambridge Talks Admins
DESCRIPTION:In the first part of the talk I give new results for a first-o
 rder primal-dual algorithm to solve non-smooth convex optimization problem
 s with known saddle-point structure. I show that the algorithm converges t
 o a saddle-point with rate O(1/N) for the complete class of problems. \nFu
 rthermore\,\nI show that we can get better convergence rates on problems w
 ith more regularity.\n\nIn the second part of the talk\, I discuss new pre
 conditioning techniques for the algorithm. In particular\, I propose a fam
 ily of simple and easy to compute diagonal preconditioners for which conve
 rgence of the algorithm is guaranteed without the need to compute any step
  size parameters.\n\nIn the third part of the talk I demonstrate the impro
 ved performance of the algorithm by applying it to standard linear program
 ming test problems and a few standard computer vision problems such as ima
 ge restoration\, graph cuts\, multi-label image segmentation and optical f
 low.\n\n(Joint work with Antonin Chambolle\, CMAP\, Ecole Polytechnique)
LOCATION:Small public lecture room\, Microsoft Research Ltd\, 7 J J Thomso
 n Avenue (Off Madingley Road)\, Cambridge
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