Fast Fourier Transform

We introduce a first-order method for solving very large convex cone programs. The method uses an operator splitting method, the alternating directions method of multipliers, to solve the homogeneous self-dual embedding, an equivalent feasibility problem involving finding a nonzero point in the intersection of a subspace and a cone. This approach has several favorable properties. Compared to interior-point methods, first-order methods scale to very large problems, at the cost of requiring more time to reach very high accuracy. Compared to other first-order methods for cone programs, our approach finds both primal and dual solutions when available or a certificate of infeasibility or unboundedness otherwise, is parameter free, and the per-iteration cost of the method is the same as applying a splitting method to the primal or dual alone. We discuss efficient implementation of the method in detail, including direct and indirect methods for computing projection onto the subspace, scaling the original problem data, and stopping criteria. We describe an open-source implementation, which handles the usual (symmetric) nonnegative, second-order, and semidefinite cones as well as the (non-self-dual) exponential and power cones and their duals. We report numerical results that show speedups over interior-point cone solvers for large problems, and scaling to very large general cone programs.

/pdf/conic-optimization-via-operator-splitting-and-homogeneous-1fxr7pcmul.pdf

Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding

We propose a prototypical Split Inverse Problem (SIP) and a new variational problem, called the Split Variational Inequality Problem (SVIP), which is a SIP. It entails finding a solution of one inverse problem (e.g., a Variational Inequality Problem (VIP)), the image of which under a given bounded linear transformation is a solution of another inverse problem such as a VIP. We construct iterative algorithms that solve such problems, under reasonable conditions, in Hilbert space and then discuss special cases, some of which are new even in Euclidean space.

Algorithms for the Split Variational Inequality Problem

Yair Censor and Stavros A. Zenios, Oxford University Press, New York, 1997, 539 pp., ISBN 0-19-510062-X, $85.00

Parallel Optimization: Theory, Algorithms and Applications

Linear Inverse Problems.- Large-Scale Inverse Problems in Imaging.- Regularization Methods for Ill-Posed Problems.- Distance Measures and Applications to Multi-Modal Variational Imaging.- Energy Minimization Methods.- Compressive Sensing.- Duality and Convex Programming.- EM Algorithms.- Iterative Solution Methods.- Level Set Methods for Structural Inversion and Image Reconstructions.- Expansion Methods.- Sampling Methods.- Inverse Scattering.- Electrical Impedance Tomography.- Synthetic Aperture Radar Imaging.- Tomography.- Optical Imaging.- Photoacoustic and Thermoacoustic Tomography: Image Formation Principles.- Mathematics of Photoacoustic and Thermoacoustic Tomography.- Wave Phenomena.- Statistical Methods in Imaging.- Supervised Learning by Support Vector Machines.- Total Variation in Imaging.- Numerical Methods and Applications in Total Variation Image Restoration.- Mumford and Shah Model and its Applications in Total Variation Image Restoration.- Local Smoothing Neighbourhood Filters.- Neighbourhood Filters and the Recovery of 3D Information.- Splines and Multiresolution Analysis.- Gabor Analysis for Imaging.- Shaper Spaces.- Variational Methods in Shape Analysis.- Manifold Intrinsic Similarity.- Image Segmentation with Shape Priors: Explicit Versus Implicit Representations.- Starlet Transform in Astronomical Data Processing.- Differential Methods for Multi-Dimensional Visual Data Analysis.- Wave fronts in Imaging, Quinto.- Ultrasound Tomography, Natterer.- Optical Flow, Schnoerr.- Morphology, Petros.- Maragos.- PDEs, Weickert. - Registration, Modersitzki. - Discrete Geometry in Imaging, Bobenko, Pottmann.-Visualization, Hege.- Fast Marching and Level Sets, Osher.- Couple Physics Imaging, Arridge.- Imaging in Random Media, Borcea.- Conformal Methods, Gu.- Texture, Peyre.- Graph Cuts, Darbon.- Imaging in Physics with Fourier Transform (i.e. Phase Retrieval e.g Dark field imaging), J. R. Fienup.- Electron Microscopy, Oktem Ozan.- Mathematical Imaging OCT (this is also FFT based), Mark E. Brezinski.- Spect, PET, Faukas, Louis.

/pdf/handbook-of-mathematical-methods-in-imaging-mpoi7xkf0v.pdf

Handbook of mathematical methods in imaging

Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there often exist iterative algorithms that impose very little demand on computer resources. For other problems, such as finding that point in the intersection at which the value of a given function is optimal, algorithms tend to need more computer memory and longer execution time. A methodology is presented whose aim is to produce automatically for an iterative algorithm of the first kind a "superiorized version" of it that retains its computational efficiency but nevertheless goes a long way towards solving an optimization problem. This is possible to do if the original algorithm is "perturbation resilient," which is shown to be the case for various projection algorithms for solving the consistent convex feasibility problem. The superiorized versions of such algorithms use perturbations that drive the process in the direction of the optimizer of the given function. After presenting these intuitive ideas in a precise mathematical form, they are illustrated in image reconstruction from projections for two different projection algorithms superiorized for the function whose value is the total variation of the image.

/pdf/perturbation-resilience-and-superiorization-of-iterative-2qailswyog.pdf

Perturbation Resilience and Superiorization of Iterative Algorithms

Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there often exist iterative algorithms that impose very little demand on computer resources. For other problems, such as finding that point in the intersection at which the value of a given function is optimal, algorithms tend to need more computer memory and longer execution time. A methodology is presented whose aim is to produce automatically for an iterative algorithm of the first kind a "superiorized version" of it that retains its computational efficiency but nevertheless goes a long way towards solving an optimization problem. This is possible to do if the original algorithm is "perturbation resilient," which is shown to be the case for various projection algorithms for solving the consistent convex feasibility problem. The superiorized versions of such algorithms use perturbations that steer the process in the direction of a superior feasible point, which is not necessarily optimal, with respect to the given function. After presenting these intuitive ideas in a precise mathematical form, they are illustrated in image reconstruction from projections for two different projection algorithms superiorized for the function whose value is the total variation of the image.

/pdf/perturbation-resilience-and-superiorization-of-iterative-1wg70q6s01.pdf

Perturbation resilience and superiorization of iterative algorithms

Purpose: To describe and mathematically validate the superiorization methodology, which is a recently-developed heuristic approach to optimization, and to discuss its applicability to medical physics problem formulations that specify the desired solution (of physically given or otherwise obtained constraints) by an optimization criterion. Methods: The underlying idea is that many iterative algorithms for finding such a solution are perturbation resilient in the sense that, even if certain kinds of changes are made at the end of each iterative step, the algorithm still produces a constraints-compatible solution. This property is exploited by using permitted changes to steer the algorithm to a solution that is not only constraints-compatible, but is also desirable according to a specified optimization criterion. The approach is very general, it is applicable to many iterative procedures and optimization criteria used in medical physics. Results: The main practical contribution is a procedure for automatically producing from any given iterative algorithm its superiorized version, which will supply solutions that are superior according to a given optimization criterion. It is shown that if the original iterative algorithm satisfies certain mathematical conditions, then the output of its superiorized version is guaranteed to be as constraints-compatible as the output of the original algorithm, but it is superior to the latter according to the optimization criterion. This intuitive description is made precise in the paper and the stated claims are rigorously proved. Superiorization is illustrated on simulated computerized tomography data of a head cross-section and, in spite of its generality, superiorization is shown to be competitive to an optimization algorithm that is specifically designed to minimize total variation.

/pdf/superiorization-an-optimization-heuristic-for-medical-59wjy958ca.pdf

Superiorization: An optimization heuristic for medical physics

The projected subgradient method for constrained minimization repeatedly interlaces subgradient steps for the objective function with projections onto the feasible region, which is the intersection of closed and convex constraints sets, to regain feasibility. The latter poses a computational difficulty and, therefore, the projected subgradient method is applicable only when the feasible region is "simple to project onto". In contrast to this, in the superiorization methodology a feasibility-seeking algorithm leads the overall process and objective function steps are interlaced into it. This makes a difference because the feasibility-seeking algorithm employs projections onto the individual constraints sets and not onto the entire feasible region. 
We present the two approaches side-by-side and demonstrate their performance on a problem of computerized tomography image reconstruction, posed as a constrained minimization problem aiming at finding a constraint-compatible solution that has a reduced value of the total variation of the reconstructed image.

Projected Subgradient Minimization versus Superiorization

http://www.dig.cs.gc.cuny.edu/software/snark09/SNARK09.pdf

Snark09: a programming system for the reconstruction of 2d images from 1d projections

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