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Optimization over the union of closed convex sets and its application to signal processing

Research Project

Project/Area Number 26730128
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Soft computing
Research InstitutionTokyo Institute of Technology

Principal Investigator

Yamagishi Masao  東京工業大学, 工学院, 助教 (30638870)

Project Period (FY) 2014-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
Fiscal Year 2017: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2016: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2015: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2014: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Keywords非凸最適化 / 信号処理 / 信号処理工学 / 最適化工学 / パラメータ選択 / 音響エコーキャンセラ
Outline of Final Research Achievements

Many powerful signal processing algorithms have been proposed with the help of convex analysis. In this study, we introduce an optimization problem over the union of a finite family of closed convex sets, as a generalization of a convex optimization problem, and propose efficient algorithms for its several problem instances important in the context of signal processing. We confirm, by numerical experiments, that the proposed algorithms overcome existing algorithms based on convex optimization.

Academic Significance and Societal Importance of the Research Achievements

一般に,非凸最適化問題を解くことは非常に困難である.本研究では,工学的に重要ないくつかの非凸最適化問題が効率的に解けることを明らかにしており,その学術的意義は大きいと考えている.研究成果は理論的な基礎原理についての検討が中心となっており,社会実装のためには多くの課題が残されているが,携帯電話の通話品質改善を含む,様々な形で成果を社会へ還元したい.

Report

(6 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Research-status Report
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (41 results)

All 2019 2018 2017 2016 2015 2014

All Journal Article (6 results) (of which Peer Reviewed: 6 results,  Acknowledgement Compliant: 3 results) Presentation (35 results) (of which Int'l Joint Research: 15 results,  Invited: 1 results)

  • [Journal Article] Hierarchical convex optimization by the hybrid steepest descent method with proximal splitting operators --- enhancements of SVM and lasso2019

    • Author(s)
      I. Yamada, M. Yamagishi
    • Journal Title

      Splitting Algorithms, Modern Operator Theory and Applications

      Volume: (to appear)

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Exploiting sparsity in tight-dimensional spaces for piecewise continuous signal recovery2018

    • Author(s)
      Hiroki Kuroda, Masao Yamagishi, Isao Yamada
    • Journal Title

      IEEE Transactions on Signal Processing

      Volume: 66 Issue: 24 Pages: 6363-6376

    • DOI

      10.1109/tsp.2018.2876328

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Nonexpansiveness of Linearlized Augmented Lagrangian operator for hierarchical convex optimization2016

    • Author(s)
      Maso Yamagishi, Isao Yamada
    • Journal Title

      Inverse Problems, IOP

      Volume: vol.33, no,4 Issue: 4 Pages: 044003-044003

    • DOI

      10.1088/1361-6420/33/4/044003

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Nonlinear Acoustic Echo Cancellation by Exact-Online Adaptive Alternating Minimization2016

    • Author(s)
      Hiroki Kuroda, Masao Yamagishi, Isao Yamada
    • Journal Title

      IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

      Volume: E99.A Issue: 11 Pages: 2027-2036

    • DOI

      10.1587/transfun.E99.A.2027

    • NAID

      130005267885

    • ISSN
      0916-8508, 1745-1337
    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Graph signal denoising via trilateral filter on graph spectral domain2016

    • Author(s)
      Masaki Onuki, Shunsuke Ono, Masao Yamagishi, Yuichi Tanaka
    • Journal Title

      IEEE Transactions on Signal and Information Processing over Networks

      Volume: 2 Issue: 2 Pages: 137-148

    • DOI

      10.1109/tsipn.2016.2532464

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Journal Article] Active Data Selection for Motor Imagery EEG Classification2014

    • Author(s)
      Naoki Tomida, Toshihisa Tanaka, Shunsuke Ono, Masao Yamagishi, Hiroshi Higashi
    • Journal Title

      IEEE Transactions on Biomedical Engineering

      Volume: 62 Issue: 2 Pages: 458-467

    • DOI

      10.1109/tbme.2014.2358536

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Presentation] Alternating minimization approach for identification of piecewise continuous Hammerstein systems2018

    • Author(s)
      Hiroki Kuroda, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Automatic shrinkage tuning robust to input correlation for sparsity-aware adaptive filtering2018

    • Author(s)
      Kwangjin Jeong, Masahiro Yukawa, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Sparsity-aware adaptive proximal forward-backward splitting under the principle of minimal disturbance2018

    • Author(s)
      Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE Workshop on Statistical Signal Processing
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Global behavior of parallel projection method for certain nonconvex feasibility problems2017

    • Author(s)
      Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
    • Place of Presentation
      Hilton New Orleans Riverside: New Orleans, USA
    • Year and Date
      2017-03-05
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Automatic shrinkage tuning based on a system-mismatch estimate for sparsity-aware adaptive filtering2017

    • Author(s)
      Masao Yamagishi, Masahiro Yukawa, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
    • Place of Presentation
      Hilton New Orleans Riverside: New Orleans, USA
    • Year and Date
      2017-03-05
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Acceleration of adaptive normalized quasi-newton algorithm with improved upper bounds of the condition number2017

    • Author(s)
      Kenji Kakimoto, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
    • Place of Presentation
      Hilton New Orleans Riverside: New Orleans, USA
    • Year and Date
      2017-03-05
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Recovery of Piecewise Finite-Dimensional Continuous Signals by Exploiting Sparsity2017

    • Author(s)
      Hiroki Kuroda, Masao Yamagishi, Isao Yamada
    • Organizer
      SampTA 2017 (Sampling Theory and Applications)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Hierarchical Convex Optimization and Proximal Splitting for High-Dimensional Statistics2017

    • Author(s)
      Isao Yamada, Masao Yamagishi
    • Organizer
      SIAM conference on Optimization
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Global convergence of a parallel projection method for certain nonconvex feasibility problems2016

    • Author(s)
      Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium
    • Place of Presentation
      関西大学100周年記念会館: 大阪
    • Year and Date
      2016-11-08
    • Related Report
      2016 Research-status Report
  • [Presentation] A design of convex regularizer for sparsity-aware recovery of certain piecewise continuous signals2016

    • Author(s)
      Hiroki Kuroda, Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium
    • Place of Presentation
      関西大学100周年記念会館: 大阪
    • Year and Date
      2016-11-08
    • Related Report
      2016 Research-status Report
  • [Presentation] A best upper bound of the condition number with trace constraints and its application to subspace tracking2016

    • Author(s)
      Kenji Kakimoto, Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium
    • Place of Presentation
      関西大学100周年記念会館: 大阪
    • Year and Date
      2016-11-08
    • Related Report
      2016 Research-status Report
  • [Presentation] A fast dual iterative algorithm for convexly constrained spline smoothing2016

    • Author(s)
      Masao Yamagishi, Daichi Kitahara, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
    • Place of Presentation
      Shanghai International Convention Center: Shanghai, China
    • Year and Date
      2016-03-20
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Image restoration using a stochastic variant of the alternating direction method of multipliers2016

    • Author(s)
      Shunsuke Ono, Masao Yamagishi, Takamichi Miyata, Itsuo Kumazawa
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
    • Place of Presentation
      Shanghai International Convention Center: Shanghai, China
    • Year and Date
      2016-03-20
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Stabilization of adaptive eigenvector extraction by continuation in nested orthogonal complement structure2016

    • Author(s)
      Kenji Kakimoto, Daichi Kitahara, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
    • Place of Presentation
      Shanghai International Convention Center: Shanghai, China
    • Year and Date
      2016-03-20
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] A nonexpansive operator for computationally efficient hierarchical convex optimization2015

    • Author(s)
      Masao Yamagishi, Isao Yamada
    • Organizer
      Asia-Pacific Signal and Information Association (APSIPA) Annual Summit and Conference
    • Place of Presentation
      Hong Kong Polytechnic University: Hong Kong
    • Year and Date
      2015-12-16
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Shrinkage tuning based on a system-mismatch estimation for the sparsity-aware adaptive proximal forward-backward splitting2015

    • Author(s)
      Masao Yamagishi, Masahiro Yukawa, Isao Yamada
    • Organizer
      IEICE SIP Symposium
    • Place of Presentation
      スパリゾートハワイアンズ: 福島
    • Year and Date
      2015-11-04
    • Related Report
      2015 Research-status Report
  • [Presentation] Alternating projection for low-rank and nonnegative matrices and its application to supervised NMF2015

    • Author(s)
      Tomonori Fujiwara, Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium
    • Place of Presentation
      スパリゾートハワイアンズ: 福島
    • Year and Date
      2015-11-04
    • Related Report
      2015 Research-status Report
  • [Presentation] Efficient image restoration based on a stochastic ADMM2015

    • Author(s)
      Shunsuke Ono, Masao Yamagishi, Takamichi Miyata, Itsuo Kumazawa
    • Organizer
      IEICE SIP Symposium
    • Place of Presentation
      スパリゾートハワイアンズ: 福島
    • Year and Date
      2015-11-04
    • Related Report
      2015 Research-status Report
  • [Presentation] On a projection step by generalized orthogonal complement matrices for adaptive subspace tracking2015

    • Author(s)
      Kenji Kakimoto, Daichi Kitahara, Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium
    • Place of Presentation
      スパリゾートハワイアンズ: 福島
    • Year and Date
      2015-11-04
    • Related Report
      2015 Research-status Report
  • [Presentation] A regularization approach for bayer reconstruction in lossy image coding by inverse demosaicing2015

    • Author(s)
      Masao Yamagishi, Seisuke Kyochi, Keiichiro Shirai, Masahiro Okuda
    • Organizer
      IEEE International Conference on Image Processing
    • Place of Presentation
      Quebec City Convention Centre: Quebec City, Canada
    • Year and Date
      2015-09-27
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Reduced-rank modeling of time-varying spectral patterns for supervised source separation2015

    • Author(s)
      Tomonori Fujiwara, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
    • Place of Presentation
      Brisbane Convention & Exhibition Centre: South Brisbane, Australia
    • Year and Date
      2015-04-19
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] A virtual resampling technique for algebraic two-dimensional phase unwrapping2015

    • Author(s)
      Daichi Kitahara, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
    • Place of Presentation
      Brisbane Convention & Exhibition Centre: South Brisbane, Australia
    • Year and Date
      2015-04-19
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] A regularization approach for image coding by inverse demosaicing2014

    • Author(s)
      Masao Yamagishi, Seisuke Kyochi, Keiichiro Shirai, Masahiro Okuda
    • Organizer
      IEICE SIP Symposium 2014
    • Place of Presentation
      ビナリオ嵯峨嵐山:京都
    • Year and Date
      2014-11-11 – 2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] Reflection Edge Detection from a Single Image and Its Applications2014

    • Author(s)
      Katsuhiro Toyokawa, Shunsuke Ono, Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium 2014
    • Place of Presentation
      ビナリオ嵯峨嵐山:京都
    • Year and Date
      2014-11-11 – 2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] A fast Gauss-Seidel-like splitting algorithm for convexly constrained spline smoothing2014

    • Author(s)
      Masao Yamagishi, Daichi Kitahara, Isao Yamada
    • Organizer
      IEICE SIP Symposium 2014
    • Place of Presentation
      ビナリオ嵯峨嵐山:京都
    • Year and Date
      2014-11-11 – 2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] Multi-Class Classification for Motor-Imagery EEG Signals with A Reduced Rank Estimation Technique2014

    • Author(s)
      Naoki Tomida, Masao Yamagishi, Isao Yamada, Toshihisa Tanaka
    • Organizer
      IEICE SIP Symposium 2014
    • Place of Presentation
      ビナリオ嵯峨嵐山:京都
    • Year and Date
      2014-11-11 – 2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] Reduced Rank Modeling for Time-Varying Spectral Pattern with Automatic Rank Selection for Supervised NMF2014

    • Author(s)
      Tomonori Fujiwara, Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium 2014
    • Place of Presentation
      ビナリオ嵯峨嵐山:京都
    • Year and Date
      2014-11-11 – 2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] A Preprocessing Using Convex Optimization for Algebraic Two-Dimensional Phase Unwrapping2014

    • Author(s)
      Daichi Kitahara, Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium 2014
    • Place of Presentation
      ビナリオ嵯峨嵐山:京都
    • Year and Date
      2014-11-11 – 2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] A novel fixed point characterization of minimizers of convex functions involving proximable and linear composite terms,2014

    • Author(s)
      Masao Yamagishi, Isao Yamada
    • Organizer
      IEICE SIP Symposium 2014
    • Place of Presentation
      ビナリオ嵯峨嵐山:京都
    • Year and Date
      2014-11-11 – 2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] Optimization of Spectral-Domain Graph Filters Inspired by Subspace Infromation Criterion2014

    • Author(s)
      Masaki Onuki, Shunsuke Ono, Masao Yamagishi, Yuichi Tanaka
    • Organizer
      IEICE SIP Symposium 2014
    • Place of Presentation
      ビナリオ嵯峨嵐山:京都
    • Year and Date
      2014-11-11 – 2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] A Reduced Rank Approach for Covariance Matrix Estimation in EEG Signal Classification2014

    • Author(s)
      Naoki Tomida, Masao Yamagishi, Isao Yamada, Toshihisa Tanaka
    • Organizer
      Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC’14)
    • Place of Presentation
      Sheraton Chicago Hotel and Towers: Chicago, USA
    • Year and Date
      2014-08-26 – 2014-08-30
    • Related Report
      2014 Research-status Report
  • [Presentation] Shrinkage Tuning Based on An Unbiased MSE Estimate for Sparsity-Aware Adaptive Filtering2014

    • Author(s)
      Masao Yamagishi, Masahiro Yukawa, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2014
    • Place of Presentation
      Fortezza da Basso: Florence, Italy
    • Year and Date
      2014-05-04 – 2014-05-09
    • Related Report
      2014 Research-status Report
  • [Presentation] Detecting Edges of Reflections from a Single Image via Convex Optimization2014

    • Author(s)
      Katsuhiro Toyokawa, Shunsuke Ono, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2014
    • Place of Presentation
      Fortezza da Basso: Florence, Italy
    • Year and Date
      2014-05-04 – 2014-05-09
    • Related Report
      2014 Research-status Report
  • [Presentation] Avoiding Local Trap in Nonlinear Acoustic Echo Cancellation with Clipping Compensation2014

    • Author(s)
      Hiroki Kuroda, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2014
    • Place of Presentation
      Fortezza da Basso: Florence, Italy
    • Year and Date
      2014-05-04 – 2014-05-09
    • Related Report
      2014 Research-status Report
  • [Presentation] Mean-Square Performance of the Hyperslab-Based Adaptive Projected Subgradient Method2014

    • Author(s)
      Wemer Wee, Masao Yamagishi, Isao Yamada
    • Organizer
      IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2014
    • Place of Presentation
      Fortezza da Basso: Florence, Italy
    • Year and Date
      2014-05-04 – 2014-05-09
    • Related Report
      2014 Research-status Report

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Published: 2014-04-04   Modified: 2020-03-30  

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