Linear Superiorization for Infeasible Linear Programming

Linear superiorization (abbreviated: LinSup) considers linear programming (LP) problems wherein the constraints as well as the objective function are linear. It allows to steer the iterates of a feasibility-seeking iterative process toward feasible points that have lower (not necessarily minimal) values of the objective function than points that would have been reached by the same feasiblity-seeking iterative process without superiorization. Using a feasibility-seeking iterative process that converges even if the linear feasible set is empty, LinSup generates an iterative sequence that converges to a point that minimizes a proximity function which measures the linear constraints violation. In addition, due to LinSup's repeated objective function reduction steps such a point will most probably have a reduced objective function value. We present an exploratory experimental result that illustrates the behavior of LinSup on an infeasible LP problem.Comment: arXiv admin note: substantial text overlap with arXiv:1612.0653

Convergence and Perturbation Resilience of Dynamic String-Averaging Projection Methods

We consider the convex feasibility problem (CFP) in Hilbert space and concentrate on the study of string-averaging projection (SAP) methods for the CFP, analyzing their convergence and their perturbation resilience. In the past, SAP methods were formulated with a single predetermined set of strings and a single predetermined set of weights. Here we extend the scope of the family of SAP methods to allow iteration-index-dependent variable strings and weights and term such methods dynamic string-averaging projection (DSAP) methods. The bounded perturbation resilience of DSAP methods is relevant and important for their possible use in the framework of the recently developed superiorization heuristic methodology for constrained minimization problems.Comment: Computational Optimization and Applications, accepted for publicatio

String-Averaging Projected Subgradient Methods for Constrained Minimization

We consider constrained minimization problems and propose to replace the projection onto the entire feasible region, required in the Projected Subgradient Method (PSM), by projections onto the individual sets whose intersection forms the entire feasible region. Specifically, we propose to perform such projections onto the individual sets in an algorithmic regime of a feasibility-seeking iterative projection method. For this purpose we use the recently developed family of Dynamic String-Averaging Projection (DSAP) methods wherein iteration-index-dependent variable strings and variable weights are permitted. This gives rise to an algorithmic scheme that generalizes, from the algorithmic structural point of view, earlier work of Helou Neto and De Pierro, of Nedi\'c, of Nurminski, and of Ram et al.Comment: Optimization Methods and Software, accepted for publicatio

Bounded perturbation resilience of projected scaled gradient methods

We investigate projected scaled gradient (PSG) methods for convex minimization problems. These methods perform a descent step along a diagonally scaled gradient direction followed by a feasibility regaining step via orthogonal projection onto the constraint set. This constitutes a generalized algorithmic structure that encompasses as special cases the gradient projection method, the projected Newton method, the projected Landweber-type methods and the generalized Expectation-Maximization (EM)-type methods. We prove the convergence of the PSG methods in the presence of bounded perturbations. This resilience to bounded perturbations is relevant to the ability to apply the recently developed superiorization methodology to PSG methods, in particular to the EM algorithm.Comment: Computational Optimization and Applications, accepted for publicatio

Superiorization: An optimization heuristic for medical physics

Purpose: To describe and mathematically validate the superiorization methodology, which is a recently-developed heuristic approach to optimization, and to discuss its applicability to medical physics problem formulations that specify the desired solution (of physically given or otherwise obtained constraints) by an optimization criterion. Methods: The underlying idea is that many iterative algorithms for finding such a solution are perturbation resilient in the sense that, even if certain kinds of changes are made at the end of each iterative step, the algorithm still produces a constraints-compatible solution. This property is exploited by using permitted changes to steer the algorithm to a solution that is not only constraints-compatible, but is also desirable according to a specified optimization criterion. The approach is very general, it is applicable to many iterative procedures and optimization criteria used in medical physics. Results: The main practical contribution is a procedure for automatically producing from any given iterative algorithm its superiorized version, which will supply solutions that are superior according to a given optimization criterion. It is shown that if the original iterative algorithm satisfies certain mathematical conditions, then the output of its superiorized version is guaranteed to be as constraints-compatible as the output of the original algorithm, but it is superior to the latter according to the optimization criterion. This intuitive description is made precise in the paper and the stated claims are rigorously proved. Superiorization is illustrated on simulated computerized tomography data of a head cross-section and, in spite of its generality, superiorization is shown to be competitive to an optimization algorithm that is specifically designed to minimize total variation.Comment: Accepted for publication in: Medical Physic

Feasibility-Seeking and Superiorization Algorithms Applied to Inverse Treatment Planning in Radiation Therapy

We apply the recently proposed superiorization methodology (SM) to the inverse planning problem in radiation therapy. The inverse planning problem is represented here as a constrained minimization problem of the total variation (TV) of the intensity vector over a large system of linear two-sided inequalities. The SM can be viewed conceptually as lying between feasibility-seeking for the constraints and full-fledged constrained minimization of the objective function subject to these constraints. It is based on the discovery that many feasibility-seeking algorithms (of the projection methods variety) are perturbation-resilient, and can be proactively steered toward a feasible solution of the constraints with a reduced, thus superiorized, but not necessarily minimal, objective function value.Comment: Contemporary Mathematics, accepted for publicatio