GMRES-Accelerated ADMM for Quadratic Objectives

We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton subproblem of interior-point methods. Within this context, the ADMM update equations are linear, the iterates are confined within a Krylov subspace, and the General Minimum RESidual (GMRES) algorithm is optimal in its ability to accelerate convergence. The basic ADMM method solves a $\kappa$-conditioned problem in $O(\sqrt{\kappa})$ iterations. We give theoretical justification and numerical evidence that the GMRES-accelerated variant consistently solves the same problem in $O(\kappa^{1/4})$ iterations for an order-of-magnitude reduction in iterations, despite a worst-case bound of $O(\sqrt{\kappa})$ iterations. The method is shown to be competitive against standard preconditioned Krylov subspace methods for saddle-point problems. The method is embedded within SeDuMi, a popular open-source solver for conic optimization written in MATLAB, and used to solve many large-scale semidefinite programs with error that decreases like $O(1/k^{2})$, instead of $O(1/k)$, where $k$ is the iteration index.Comment: 31 pages, 7 figures. Accepted for publication in SIAM Journal on Optimization (SIOPT

Quantifying admissible undersampling for sparsity-exploiting iterative image reconstruction in X-ray CT

Iterative image reconstruction (IIR) with sparsity-exploiting methods, such as total variation (TV) minimization, investigated in compressive sensing (CS) claim potentially large reductions in sampling requirements. Quantifying this claim for computed tomography (CT) is non-trivial, because both full sampling in the discrete-to-discrete imaging model and the reduction in sampling admitted by sparsity-exploiting methods are ill-defined. The present article proposes definitions of full sampling by introducing four sufficient-sampling conditions (SSCs). The SSCs are based on the condition number of the system matrix of a linear imaging model and address invertibility and stability. In the example application of breast CT, the SSCs are used as reference points of full sampling for quantifying the undersampling admitted by reconstruction through TV-minimization. In numerical simulations, factors affecting admissible undersampling are studied. Differences between few-view and few-detector bin reconstruction as well as a relation between object sparsity and admitted undersampling are quantified.Comment: Revised version that was submitted to IEEE Transactions on Medical Imaging on 8/16/201