Conic Optimization Theory: Convexification Techniques and Numerical Algorithms

Optimization is at the core of control theory and appears in several areas of this field, such as optimal control, distributed control, system identification, robust control, state estimation, model predictive control and dynamic programming. The recent advances in various topics of modern optimization have also been revamping the area of machine learning. Motivated by the crucial role of optimization theory in the design, analysis, control and operation of real-world systems, this tutorial paper offers a detailed overview of some major advances in this area, namely conic optimization and its emerging applications. First, we discuss the importance of conic optimization in different areas. Then, we explain seminal results on the design of hierarchies of convex relaxations for a wide range of nonconvex problems. Finally, we study different numerical algorithms for large-scale conic optimization problems.Comment: 18 page

Refraction-corrected ray-based inversion for three-dimensional ultrasound tomography of the breast

Ultrasound Tomography has seen a revival of interest in the past decade, especially for breast imaging, due to improvements in both ultrasound and computing hardware. In particular, three-dimensional ultrasound tomography, a fully tomographic method in which the medium to be imaged is surrounded by ultrasound transducers, has become feasible. In this paper, a comprehensive derivation and study of a robust framework for large-scale bent-ray ultrasound tomography in 3D for a hemispherical detector array is presented. Two ray-tracing approaches are derived and compared. More significantly, the problem of linking the rays between emitters and receivers, which is challenging in 3D due to the high number of degrees of freedom for the trajectory of rays, is analysed both as a minimisation and as a root-finding problem. The ray-linking problem is parameterised for a convex detection surface and three robust, accurate, and efficient ray-linking algorithms are formulated and demonstrated. To stabilise these methods, novel adaptive-smoothing approaches are proposed that control the conditioning of the update matrices to ensure accurate linking. The nonlinear UST problem of estimating the sound speed was recast as a series of linearised subproblems, each solved using the above algorithms and within a steepest descent scheme. The whole imaging algorithm was demonstrated to be robust and accurate on realistic data simulated using a full-wave acoustic model and an anatomical breast phantom, and incorporating the errors due to time-of-flight picking that would be present with measured data. This method can used to provide a low-artefact, quantitatively accurate, 3D sound speed maps. In addition to being useful in their own right, such 3D sound speed maps can be used to initialise full-wave inversion methods, or as an input to photoacoustic tomography reconstructions