Derivative-Free Superiorization With Component-Wise Perturbations
Abstract: Superiorization reduces, not necessarily minimizes, the value of a target function while seeking constraints-compatibility. This is done by taking a solely feasibility-seeking algorithm, analyzing its perturbations resilience, and proactively perturbing its iterates accordingly to steer them toward a feasible point with reduced value of the target function. When the perturbation steps are computationally efficient, this enables generation of a superior result with essentially the same computational cost as that of the original feasibility-seeking algorithm. In this work, we rene previous formulations of the superiorization method to create a more general framework, enabling target function reduction steps that do not require partial derivatives of the target function. In perturbations that use partial derivatives the step-sizes in the perturbation phase of the superiorization method are chosen independently from the choice of the nonascent directions. This is no longer true when component-wise perturbations are employed. In that case, the step-sizes must be linked to the choice of the nonascent direction in every step. Besides presenting and validating these notions, we give a computational demonstration of superiorization with component-wise perturbations for a problem of computerized tomography image reconstruction.
Keywords: Superiorization, Derivative-Free, Component-wise perturbations, Image reconstruction, Feasibility-seeking, Perturbation resilience
Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )
Category 2: Applications -- Science and Engineering (Biomedical Applications )
Category 3: Convex and Nonsmooth Optimization (Nonsmooth Optimization )
Citation: Numerical Algorithms, accepted for publication.
Entry Submitted: 03/30/2018
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