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A MAJORIZE-MINIMIZE LINE SEARCH ALGORITHM FOR BARRIER FUNCTION OPTIMIZATION

机译:屏障函数优化的大大最小化线路搜索算法

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Many signal and image estimation problems such as maximum entropy reconstruction and positron emission tomography, require the minimization of a criterion containing a barrier function i.e., an unbounded function at the boundary of the feasible solution domain. This function has to be carefully handled in the optimization algorithm. When an iterative descent method is used for the minimization, a search along the line supported by the descent direction is usually performed at each iteration. However, standard line search strategies tend to be inefficient in this context. In this paper, we propose an original line search algorithm based on the majorize-minimize principle. A tangent majorant function is built to approximate a scalar criterion containing a barrier function. This leads to a simple line search ensuring the convergence of several classical descent optimization strategies, including the most classical variants of nonlinear conjugate gradient. The practical efficiency of the proposal scheme is illustrated by means of two examples of signal and image reconstruction.
机译:许多信号和图像估计问题,例如最大熵重建和正电子发射断层扫描需要最小化包含屏障函数的标准I.E。,在可行解决方案域的边界处的无界功能。必须在优化算法中仔细处理此功能。当使用迭代缩小方法用于最小化时,通常在每次迭代时执行沿着下降方向支持的线路的搜索。然而,在这种背景下,标准线路搜索策略往往效率低下。在本文中,我们提出了一种基于大大最小化原理的原始线路搜索算法。建立了切线的主要功能,以近似包含屏障函数的标量标准。这导致了简单的线路搜索,确保了几种经典下降优化策略的融合,包括非线性缀合物梯度的最古典变体。通过两个信号和图像重建示例来说明提案方案的实际效率。

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