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Projected Subgradient Minimization Versus Superiorization

    Research output: Contribution to journalArticlepeer-review

    Abstract

    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. © 2013 Springer Science+Business Media New York.
    Original languageEnglish
    Pages (from-to)730-747
    Number of pages18
    JournalJournal of Optimization Theory and Applications
    Volume160
    Issue number3
    DOIs
    StatePublished - Mar 2014

    ASJC Scopus Subject Areas

    • Control and Optimization
    • Management Science and Operations Research
    • Applied Mathematics

    Keywords

    • Bounded convergence
    • Computerized tomography
    • Constrained minimization
    • Feasibility-seeking
    • Image reconstruction
    • Projected subgradient method
    • Proximity function
    • Strong perturbation resilience
    • Superiorization

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