String-averaging incremental subgradients for constrained convex optimization with applications to reconstruction of tomographic images

DOI10.1088/0266-5611/32/11/115014zbMATH Open1355.65080arXiv1610.05823OpenAlexW2534101966MaRDI QIDQ2835449FDOQ2835449

Authors: Rafael Massambone de Oliveira, Elias Salomão Helou, Eduardo Fontoura Costa 

Publication date: 2 December 2016

Published in: Inverse Problems (Search for Journal in Brave)

Abstract: We present a method for non-smooth convex minimization which is based on subgradient directions and string-averaging techniques. In this approach, the set of available data is split into sequences (strings) and a given iterate is processed independently along each string, possibly in parallel, by an incremental subgradient method (ISM). The end-points of all strings are averaged to form the next iterate. The method is useful to solve sparse and large-scale non-smooth convex optimization problems, such as those arising in tomographic imaging. A convergence analysis is provided under realistic, standard conditions. Numerical tests are performed in a tomographic image reconstruction application, showing good performance for the convergence speed when measured as the decrease ratio of the objective function, in comparison to classical ISM.

Full work available at URL: https://arxiv.org/abs/1610.05823

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zbMATH Keywords

convergenceconvex optimizationnumerical experimentprojection methodssubgradient methodsincremental algorithmstomographic image reconstructionstring-averaging algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Cited In (6)

• String-averaging incremental stochastic subgradient algorithms
• String-averaging projected subgradient methods for constrained minimization
• Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications
• Generalized row-action methods for tomographic imaging
• Incremental subgradients for constrained convex optimization: A unified framework and new methods
• Superiorization of incremental optimization algorithms for statistical tomographic image reconstruction

Uses Software

• UNLocBoX
• SPIRAL

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