arXiv subjects

Aviv Gibali

Publications and source records attributed to Aviv Gibali.

At least 19 recordsLinked to original sources

arXiv2025

Nonlinear three-operator splitting algorithms with momentum for monotone inclusions

In this paper, we introduce three novel splitting algorithms for solving structured monotone inclusion problems involving the sum of a maximally monotone operator, a monotone and Lipschitz continuous operator and a cocoercive operator. Each proposed method extends one of the classical schemes: the semi-forward-reflected-backward splitting algorithm, the semi-reflected-forward-backward splitting algorithm, and the outer reflected forward-backward splitting algorithm by incorporating a nonlinear momentum term. Under appropriate step-size conditions, we establish the weak convergence of all three algorithms, and further prove their $R$-linear convergence rates under strong monotonicity assumptions. Preliminary numerical experiments on both synthetic datasets and real-world quadratic programming problems in portfolio optimization demonstrate the effectiveness and superiority of the proposed algorithms.

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arXiv2024

Plug-and-play superiorization

The superiorization methodology (SM) is an optimization heuristic in which an iterative algorithm, which aims to solve a particular problem, is ``superiorized'' to promote solutions that are improved with respect to some secondary criterion. This superiorization is achieved by perturbing iterates of the algorithm in nonascending directions of a prescribed function that penalizes undesirable characteristics in the solution; the solution produced by the superiorized algorithm should therefore be improved with respect to the value of this function. In this paper, we broaden the SM to allow for the perturbations to be introduced by an arbitrary procedure instead, using a plug-and-play approach. This allows for operations such as image denoisers or deep neural networks, which have applications to a broad class of problems, to be incorporated within the superiorization methodology. As proof of concept, we perform numerical simulations involving low-dose and sparse-view computed tomography image reconstruction, comparing the plug-and-play approach to two conventionally superiorized algorithms, as well as a post-processing approach. The plug-and-play approach provides comparable or better image quality in most cases, while also providing advantages in terms of computing time, and data fidelity of the solutions.

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arXiv2024

The superiorization method with restarted perturbations for split minimization problems with an application to radiotherapy treatment planning

In this paper we study the split minimization problem that consists of two constrained minimization problems in two separate spaces that are connected via a linear operator that maps one space into the other. To handle the data of such a problem we develop a superiorization approach that can reach a feasible point with reduced (not necessarily minimal) objective function values. The superiorization methodology is based on interlacing the iterative steps of two separate and independent iterative processes by perturbing the iterates of one process according to the steps dictated by the other process. We include in our developed method two novel elements. The first one is the permission to restart the perturbations in the superiorized algorithm which results in a significant acceleration and increases the computational efficiency. The second element is the ability to independently superiorize subvectors. This caters to the needs of real-world applications, as demonstrated here for a problem in intensity-modulated radiation therapy treatment planning.

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arXiv2023

Superiorized Regularization of Inverse Problems

Inverse problems are characterized by their inherent non-uniqueness and sensitivity with respect to data perturbations. Their stable solution requires the application of regularization methods including variational and iterative regularization methods. Superiorization is a heuristic approach that can steer basic iterative algorithms to have small value of certain regularization functional while keeping the algorithms simplicity and computational efforts, but is able to account for additional prior information. In this note, we combine the superiorization methodology with iterative regularization methods and show that the superiorized version of the scheme yields again a regularization method, however accounting for different prior information.

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arXiv2023

Levitin-Polyak Well-posedness for Split Equilibrium Problems

The notion of well-posedness has drawn the attention of many researchers in the field of nonlinear analysis, as it allows to explore problems in which exact solutions are not known and/or computationally hard to compute. Roughly speaking, for a given problem, well-posedness guarantees the convergence of approximations to exact solutions via an iterative method. Thus, in this paper we extend the concept of Levitin-Polyak well-posedness to split equilibrium problems in real Banach spaces. In particular, we establish a metric characterization of Levitin-Polyak well-posedness by perturbations and also show an equivalence between Levitin-Polyak well-posedness by perturbations for split equilibrium problems and the existence and uniqueness of their solutions.

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arXiv2022

Unrestricted Douglas-Rachford algorithms for solving convex feasibility problems in Hilbert space

In this work we focus on the convex feasibility problem (CFP) in Hilbert space. A specific method in this area that has gained a lot of interest in recent years is the Douglas-Rachford (DR) algorithm. This algorithm was originally introduced in 1956 for solving stationary and non-stationary heat equations. Then in 1979, Lions and Mercier adjusted and extended the algorithm with the aim of solving CFPs and even more general problems, such as finding zeros of the sum of two maximally monotone operators. Many developments which implement various concepts concerning this algorithm have occurred during the last decade. We introduce an unrestricted DR algorithm, which provides a general framework for such concepts. Using unrestricted products of a finite number of strongly nonexpansive operators, we apply this framework to provide new iterative methods, where, \textit{inter alia}, such operators may be interlaced between the operators used in the scheme of our \ unrestricted \color DR algorithm.

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arXiv2021

Computing Dynamic User Equilibrium on Large-Scale Networks Without Knowing Global Parameters

Dynamic user equilibrium (DUE) is a Nash-like solution concept describing an equilibrium in dynamic traffic systems over a fixed planning period. DUE is a challenging class of equilibrium problems, connecting network loading models and notions of system equilibrium in one concise mathematical framework. Recently, Friesz and Han introduced an integrated framework for DUE computation on large-scale networks, featuring a basic fixed-point algorithm for the effective computation of DUE. In the same work, they present an open-source MATLAB toolbox which allows researchers to test and validate new numerical solvers. This paper builds on this seminal contribution, and extends it in several important ways. At a conceptual level, we provide new strongly convergent algorithms designed to compute a DUE directly in the infinite-dimensional space of path flows. An important feature of our algorithms is that they give provable convergence guarantees without knowledge of global parameters. In fact, the algorithms we propose are adaptive, in the sense that they do not need a priori knowledge of global parameters of the delay operator, and which are provable convergent even for delay operators which are non-monotone. We implement our numerical schemes on standard test instances, and compare them with the numerical solution strategy employed by Friesz and Han.

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arXiv2021

Feasibility-based Fixed Point Networks

Inverse problems consist of recovering a signal from a collection of noisy measurements. These problems can often be cast as feasibility problems; however, additional regularization is typically necessary to ensure accurate and stable recovery with respect to data perturbations. Hand-chosen analytic regularization can yield desirable theoretical guarantees, but such approaches have limited effectiveness recovering signals due to their inability to leverage large amounts of available data. To this end, this work fuses data-driven regularization and convex feasibility in a theoretically sound manner. This is accomplished using feasibility-based fixed point networks (F-FPNs). Each F-FPN defines a collection of nonexpansive operators, each of which is the composition of a projection-based operator and a data-driven regularization operator. Fixed point iteration is used to compute fixed points of these operators, and weights of the operators are tuned so that the fixed points closely represent available data. Numerical examples demonstrate performance increases by F-FPNs when compared to standard TV-based recovery methods for CT reconstruction and a comparable neural network based on algorithm unrolling.

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arXiv2021

Dynamic string-averaging CQ-methods for the split feasibility problem with percentage violation constraints arising in radiation therapy treatment planning

In this paper we study a feasibility-seeking problem with percentage violation constraints. These are additional constraints, that are appended to an existing family of constraints, which single out certain subsets of the existing constraints and declare that up to a specified fraction of the number of constraints in each subset is allowed to be violated by up to a specified percentage of the existing bounds. Our motivation to investigate problems with percentage violation constraints comes from the field of radiation therapy treatment planning wherein the fully-discretized inverse planning problem is formulated as a split feasibility problem and the percentage violation constraints give rise to non-convex constraints. Following the CQ algorithm of Byrne (2002, Inverse Problems, Vol. 18, pp. 441-53), we develop a string-averaging CQ method that uses only projections onto the individual sets which are half-spaces represented by linear inequalities. The question of extending our theoretical results to the non-convex sets case is still open. We describe how our results apply to radiation therapy treatment planning and provide a numerical example.

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arXiv2020

Non-Convex Split Feasibility Problems: Models, Algorithms and Theory

In this paper, we propose a catalog of iterative methods for solving the Split Feasibility Problem in the non-convex setting. We study four different optimization formulations of the problem, where each model has advantageous in different settings of the problem. For each model, we study relevant iterative algorithms, some of which are well-known in this area and some are new. All the studied methods, including the well-known CQ Algorithm, are proven to have global convergence guarantees in the non-convex setting under mild conditions on the problem's data.

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arXiv2019

Outer Approximation Methods for Solving Variational Inequalities Defined over the Solution Set of a Split Convex Feasibility Problem

We study variational inequalities which are governed by a strongly monotone and Lipschitz continuous operator $F$ over a closed and convex set $S$. We assume that $S=C\cap A^{-1}(Q)$ is the nonempty solution set of a (multiple-set) split convex feasibility problem, where $C$ and $Q$ are both closed and convex subsets of two real Hilbert spaces $\mathcal H_1$ and $\mathcal H_2$, respectively, and the operator $A$ acting between them is linear. We consider a modification of the gradient projection method the main idea of which is to replace at each step the metric projection onto $S$ by another metric projection onto a half-space which contains $S$. We propose three variants of a method for constructing the above-mentioned half-spaces by employing the multiple-set and the split structure of the set $S$. For the split part we make use of the Landweber transform.

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arXiv2018

The Cyclic Douglas-Rachford Algorithm with r-sets-Douglas-Rachford Operators

The Douglas-Rachford (DR) algorithm is an iterative procedure that uses sequential reflections onto convex sets and which has become popular for convex feasibility problems. In this paper we propose a structural generalization that allows to use $r$-sets-DR operators in a cyclic fashion. We prove convergence and present numerical illustrations of the potential advantage of such operators with $r>2$ over the classical $2$-sets-DR operators in a cyclic algorithm.

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arXiv2018

A generalized projection-based scheme for solving convex constrained optimization problems

In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility problems by iteratively constraining the objective function from above until the feasibility problem is inconsistent. For each of the feasibility problems one may apply any of the existing projection methods for solving it. In particular, the scheme allows the use of subgradient projections and does not require exact projections onto the constraints sets as in existing similar methods. We also apply the newly introduced concept of superiorization to optimization formulation and compare its performance to our scheme. We provide some numerical results for convex quadratic test problems as well as for real-life optimization problems coming from medical treatment planning.

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arXiv2018

Physically Feasible Decomposition of Engino$^{\circledR}$ Toy Models: A Graph Theoretic Approach

During the 125th European Study Group with Industry held in Limassol, Cyprus, 5-9 December 2016, one of the participating companies, Engino.net Ltd, posed a very interesting challenge to the members of the study group. Engino.net Ltd is a Cypriot company, founded in 2004, that produces a series of toy sets -- the Engino$^{\circledR}$ toy sets -- consisting of a number of building blocks which can be assembled by pupils to compose toy models. Depending on the contents of a particular toy set, the company has developed a number of models that can be built utilizing the blocks present in the set, however the production of a step-by-step assembly manual for each model could only be done manually. The goal of the challenge posed by the company was to implement a procedure to automatically generate the assembly instructions for a given toy. In the present paper we propose a graph-theoretic approach to model the problem and provide a series of results to solve it by employing modified versions of well established algorithms in graph theory. An algorithmic procedure to obtain a hierarchical, physically feasible decomposition of a given toy model, from which the assembly instructions can be recovered, is proposed.

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arXiv2018

A modified subgradient extragradient method for solving the variational inequality problem

The subgradient extragradient method for solving the variational inequality (VI) problem, which is introduced by Censor et al. \cite{CGR}, replaces the second projection onto the feasible set of the VI, in the extragradient method, with a subgradient projection onto some constructible half-space. Since the method has been introduced, many authors proposed extensions and modifications with applications to various problems. In this paper, we introduce a modified subgradient extragradient method by improving the stepsize of its second step. Convergence of the proposed method is proved under standard and mild conditions and primary numerical experiments illustrate the performance and advantage of this new subgradient extragradient variant.

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arXiv2017

$l_1$-$l_2$ Regularization of Split Feasibility Problems

Numerous problems in signal processing and imaging, statistical learning and data mining, or computer vision can be formulated as optimization problems which consist in minimizing a sum of convex functions, not necessarily differentiable, possibly composed with linear operators and that in turn can be transformed to split feasibility problems (SFP), see for example \cite{ce94}. Each function is typically either a data fidelity term or a regularization term enforcing some properties on the solution, see for example \cite{cpp09} and references therein. In this paper we are interested in Split Feasibility Problems which can be seen as a general form of $Q$-Lasso introduced in \cite{aasnx13} that extended the well-known Lasso of Tibshirani \cite{Tibshirani96}. $Q$ is a closed convex subset of a Euclidean $m$-space, for some integer $m\geq1$, that can be interpreted as the set of errors within given tolerance level when linear measurements are taken to recover a signal/image via the Lasso. Inspired by recent works by Lou et al \cite{ly, xcxz12}, we are interested in a nonconvex regularization of SFP and propose three split algorithms for solving this general case. The first one is based on the DC (difference of convex) algorithm (DCA) introduced by Pham Dinh Tao, the second one in nothing else than the celebrate forward-backward algorithm and the third one uses a method introduced by Mine and Fukushima. It is worth mentioning that the SFP model a number of applied problems arising from signal/image processing and specially optimization problems for intensity-modulated radiation therapy (IMRT) treatment planning, see for example \cite{cbmt06}.

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arXiv2017

Convergence of projection and contraction algorithms with outer perturbations and their applications to sparse signals recovery

In this paper we study the bounded perturbation resilience of projection and contraction algorithms for solving variational inequality (VI) problems in real Hilbert spaces. Under typical and standard assumptions of monotonicity and Lipschitz continuity of the VI's associated mapping, convergence of the perturbed projection and contraction algorithms is proved. Based on the bounded perturbed resilience of projection and contraction algorithms, we present some inertial projection and contraction algorithms. In addition we show that the perturbed algorithms converges at the rate of $O(1/t)$.

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arXiv2017

Bounded perturbation resilience of extragradient-type methods and their applications

In this paper we study the bounded perturbation resilience of the extragradient and the subgradient extragradient methods for solving variational inequality (VI) problem in real Hilbert spaces. This is an important property of algorithms which guarantees the convergence of the scheme under summable errors, meaning that an inexact version of the methods can also be considered. Moreover, once an algorithm is proved to be bounded perturbation resilience, superiorizion can be used, and this allows flexibility in choosing the bounded perturbations in order to obtain a superior solution, as well explained in the paper. We also discuss some inertial extragradient methods. Under mild and standard assumptions of monotonicity and Lipschitz continuity of the VI's associated mapping, convergence of the perturbed extragradient and subgradient extragradient methods is proved. In addition we show that the perturbed algorithms converges at the rate of $O(1/t)$. Numerical illustrations are given to demonstrate the performances of the algorithms.

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