English

Efficient Constrained Signal Reconstruction by Randomized Epigraphical Projection

Optimization and Control 2024-06-28 v3 Signal Processing

Abstract

This paper proposes a randomized optimization framework for constrained signal reconstruction, where the word "constrained" implies that data-fidelity is imposed as a hard constraint instead of adding a data-fidelity term to an objective function to be minimized. Such formulation facilitates the selection of regularization terms and hyperparameters, but due to the non-separability of the data-fidelity constraint, it does not suit block-coordinate-wise randomization as is. To resolve this, we give another expression of the data-fidelity constraint via epigraphs, which enables to design a randomized solver based on a stochastic proximal algorithm with randomized epigraphical projection. Our method is very efficient especially when the problem involves non-structured large matrices. We apply our method to CT image reconstruction, where the advantage of our method over the deterministic counterpart is demonstrated.

Keywords

Cite

@article{arxiv.1810.12249,
  title  = {Efficient Constrained Signal Reconstruction by Randomized Epigraphical Projection},
  author = {Shunsuke Ono},
  journal= {arXiv preprint arXiv:1810.12249},
  year   = {2024}
}

Comments

To be presented at ICASSP 2019

R2 v1 2026-06-23T04:56:16.603Z