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A Direct Algorithm for Optimization Problems with the Huber Penalty

机译:具有Huber罚分的最优化问题的直接算法

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摘要

We present a direct (noniterative) algorithm for one dimensional (1-D) quadratic data fitting with neighboring intensity differences penalized by the Huber function. Applications of such an algorithm include 1-D processing of medical signals, such as smoothing of tissue time concentration curves in kinetic data analysis or sinogram preprocessing, and using it as a subproblem solver for 2-D or 3-D image restoration and reconstruction. Dynamic programming (DP) was used to develop the direct algorithm. The problem was reformulated as a sequence of univariate optimization problems, for k = 1, ···, N, where N is the number of data points. The solution to the univariate problem at index k is parameterized by the solution at k + 1, except at k = N. Solving the univariate optimization problem at k = N yields the solution to each problem in the sequence using backtracking. Computational issues and memory cost are discussed in detail. Two numerical studies, tissue concentration curve smoothing and sinogram preprocessing for image reconstruction, are used to validate the direct algorithm and illustrate its practical applications. In the example of 1-D curve smoothing, the efficiency of the direct algorithm is compared with four iterative methods: the iterative coordinate descent, Nesterov’s accelerated gradient descent algorithm, FISTA, and an off-the-shelf second order method. The first two methods were applied to the primal problem, the others to the dual problem. The comparisons show that the direct algorithm outperforms all other methods by a significant factor, which rapidly grows with the curvature of the Huber function. The second example, sinogram preprocessing, showed that robustness and speed of the direct algorithm are maintained over a wide range of signal variations, and that noise and streaking artifacts could be reduced with almost no increase in computation time. We also outline the application of the proposed 1-D solver for imaging applications.
机译:我们提出一维(1-D)二次数据拟合的直接(非迭代)算法,其邻近强度差异受到Huber函数的惩罚。这种算法的应用包括医学信号的一维处理,例如在动力学数据分析或正弦图预处理中对组织时间浓度曲线进行平滑处理,以及将其用作2维或3维图像恢复和重建的子问题求解器。动态编程(DP)用于开发直接算法。对于k = 1,···,N,问题被重新表述为一系列单变量优化问题,其中N是数据点的数量。索引k处单变量问题的解由k + 1处的解参数化,除了k = N时。解决k = N处的单变量优化问题可使用回溯来求解序列中的每个问题。详细讨论了计算问题和内存成本。通过两个数值研究,组织浓度曲线平滑和用于图像重建的正弦图预处理,验证了该直接算法并说明了其实际应用。在一维曲线平滑的示例中,将直接算法的效率与四种迭代方法进行了比较:迭代坐标下降,内斯特罗夫的加速梯度下降算法,FISTA和现成的二阶方法。前两种方法适用于原始问题,其他方法适用于对偶问题。比较结果表明,直接算法的性能明显优于其他所有方法,随着Huber函数的曲率迅速增长。第二个例子是正弦图预处理,它表明直接算法的鲁棒性和速度在很宽的信号变化范围内都可以保持,并且可以减少噪声和条纹伪影,而几乎不增加计算时间。我们还将概述建议的一维求解器在成像应用中的应用。

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