An Alternating Direction Approximate Newton Algorithm for Ill-conditioned inverse Problems with Application to Parallel MRI

Applied and Computational Mathematics Seminar
Monday, October 6, 2014 - 14:00
1 hour (actually 50 minutes)
Skiles 005
Georgia Tech Mathematics
An alternating direction approximate Newton method (ADAN) is developedfor solving inverse problems of the form$\min \{\phi(Bu) +1/2\norm{Au-f}_2^2\}$,where $\phi$ is a convex function, possibly nonsmooth,and $A$ and $B$ are matrices.Problems of this form arise in image reconstruction where$A$ is the matrix describing the imaging device, $f$ is themeasured data, $\phi$ is a regularization term, and $B$ is aderivative operator. The proposed algorithm is designed tohandle applications where $A$ is a large, dense ill conditionmatrix. The algorithm is based on the alternating directionmethod of multipliers (ADMM) and an approximation to Newton's method in which Newton's Hessian is replaced by a Barzilai-Borwein approximation. It is shown that ADAN converges to a solutionof the inverse problem; neither a line search nor an estimateof problem parameters, such as a Lipschitz constant, are required.Numerical results are provided using test problems fromparallel magnetic resonance imaging (PMRI).ADAN performed better than the other schemes that were tested.