Grid is Good. Adaptive Refinement Algorithms for Off-the-Grid Total Variation Minimization
Open Journal of Mathematical Optimization, Volume 6 (2025), article no. 3, 27 p.

We propose an adaptive refinement algorithm to solve total variation regularized measure optimization problems. The method iteratively constructs dyadic partitions of the unit cube based on (i) the resolution of discretized dual problems and (ii) the detection of cells containing points that violate the dual constraints. The detection is based on upper-bounds on the dual certificate, in the spirit of branch-and-bound methods. The interest of this approach is that it avoids the use of heuristic approaches to find the maximizers of dual certificates. We prove the convergence of this approach under mild hypotheses and a linear convergence rate under additional non-degeneracy assumptions. These results are confirmed by simple numerical experiments.

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DOI: 10.5802/ojmo.39
Keywords: Total variation, measure spaces, Frank–Wolfe
Axel Flinth 1; Frédéric de Gournay 2; Pierre Weiss 3

1 Department of Mathematics and Mathematical Statistics, Umeå University, Sweden
2 Institut de Mathématiques de Toulouse (IMT), Université de Toulouse, CNRS, INSA, France
3 Institut de Recherche en Informatique de Toulouse (IRIT), Université de Toulouse, CNRS, Centre de Biologie Intégrative (CBI), Laboratoire de biologie Moléculaire, Cellulaire et Développement (MCD), France
License: CC-BY 4.0
Copyrights: The authors retain unrestricted copyrights and publishing rights
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Axel Flinth; Frédéric de Gournay; Pierre Weiss. Grid is Good. Adaptive Refinement Algorithms for Off-the-Grid Total Variation Minimization. Open Journal of Mathematical Optimization, Volume 6 (2025), article  no. 3, 27 p. doi : 10.5802/ojmo.39. https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.39/

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