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Relative Newton and Smoothing Multiplier Optimization Methods for Blind Source Separation

  • Jan 1, 2007
  • Michael Zibulevsky
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Abstract

We study a relative optimization framework for quasi-maximum likeli- hood blind source separation and relative Newton method as its particular instance. The structure of the Hessian allows its fast approximate inversion. In the second part we present Smoothing Method of Multipliers (SMOM) for minimization of sum of pairwise maxima of smooth functions, in particular sum of absolute value terms. Incorporating Lagrange multiplier into a smooth approximation of max-type func- tion, we obtain an extended notion of non-quadratic augmented Lagrangian. Our approach does not require artiflcial variables, and preserves the sparse structure of Hessian. Convergence of the method is further accelerated by the Frozen Hessian strategy. We demonstrate e-ciency of this approach on an example of blind sep- aration of sparse sources. The non-linearity in this case is based on the absolute value function, which provides super-e-cient source separation.

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