src/AlgorithmProximal.jl

Tue, 30 Apr 2024 16:00:25 +0300

author
Neil Dizon <neil.dizon@helsinki.fi>
date
Tue, 30 Apr 2024 16:00:25 +0300
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experimental dual scaling

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1 ####################################################################
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2 # Predictive online PDPS for optical flow with known velocity field
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3 ####################################################################
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4
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5 __precompile__()
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6
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7 module AlgorithmProximal
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8
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9 identifier = "pdps_known_proximal"
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10
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11 using Printf
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12
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13 using AlgTools.Util
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14 import AlgTools.Iterate
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15 using ImageTools.Gradient
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16
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17 using ..OpticalFlow: ImageSize,
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18 Image,
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19 pdflow!
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20
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21 #########################
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22 # Iterate initialisation
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23 #########################
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24
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25 function init_rest(x::Image)
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26 imdim=size(x)
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27
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28 y = zeros(2, imdim...)
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29 Δx = copy(x)
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30 Δy = copy(y)
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31 x̄ = copy(x)
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32
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33 return x, y, Δx, Δy, x̄
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34 end
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35
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36 function init_iterates(xinit::Image)
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37 return init_rest(copy(xinit))
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38 end
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39
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40 function init_iterates(dim::ImageSize)
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41 return init_rest(zeros(dim...))
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42 end
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43
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44 ############
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45 # Algorithm
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46 ############
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47
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48 function step_lengths(params, γ, R_K²)
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49 ρ̃₀, τ₀, σ₀, σ̃₀ = params.ρ̃₀, params.τ₀, params.σ₀, params.σ̃₀
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50 δ = params.δ
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51 ρ = isdefined(params, :phantom_ρ) ? params.phantom_ρ : params.ρ
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52 Λ = params.Λ
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53 Θ = params.dual_flow ? Λ : 1
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54
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55 τ = τ₀/γ
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56 @assert(1+γ*τ ≥ Λ)
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57 σ = σ₀*min(1/(τ*R_K²), 1/max(0, τ*R_K²/((1+γ*τ-Λ)*(1-δ))-ρ))
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58 q = δ*(1+σ*ρ)/Θ
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59 if 1 ≥ q
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60 σ̃ = σ̃₀*σ/q
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61 #ρ̃ = ρ̃₀*max(0, ((Θ*σ)/(2*δ*σ̃^2*(1+σ*ρ))+1/(2σ)-1/σ̃))
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62 ρ̃ = max(0, (1-q)/(2*σ))
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63 else
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64 σ̃ = σ̃₀*σ/(q*(1-√(1-1/q)))
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65 ρ̃ = 0
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66 end
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67
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68 println("Step length parameters: τ=$(τ), σ=$(σ), σ̃=$(σ̃), ρ̃=$(ρ̃)")
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69
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70 return τ, σ, σ̃, ρ̃
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71 end
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72
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73 function solve( :: Type{DisplacementT};
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74 dim :: ImageSize,
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75 iterate = AlgTools.simple_iterate,
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76 params::NamedTuple) where DisplacementT
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77
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78 ################################
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79 # Extract and set up parameters
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80 ################################
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81
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82 α, ρ = params.α, params.ρ
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83 R_K² = ∇₂_norm₂₂_est²
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84 γ = 1
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85 τ, σ, σ̃, ρ̃ = step_lengths(params, γ, R_K²)
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86
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87 ######################
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88 # Initialise iterates
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89 ######################
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90
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91 x, y, Δx, Δy, x̄ = init_iterates(dim)
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92 init_data = (params.init == :data)
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93
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94 ####################
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95 # Run the algorithm
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96 ####################
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97
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98 v = iterate(params) do verbose :: Function,
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99 b :: Image,
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100 v_known :: DisplacementT,
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101 🚫unused_b_next :: Image
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102
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103 ##################
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104 # Prediction step
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105 ##################
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106 if init_data
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107 x .= b
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108 init_data = false
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109 end
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110
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111 pdflow!(x, Δx, y, Δy, v_known, params.dual_flow)
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112
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113 # Proximal step
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114 ∇₂!(Δy, x)
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115 @. y = (y + σ̃*Δy)/(1 + σ̃*(ρ̃+ρ/α))
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116 proj_norm₂₁ball!(y, α)
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117
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118
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119 ############
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120 # PDPS step
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121 ############
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122
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123 ∇₂ᵀ!(Δx, y) # primal step:
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124 @. x̄ = x # | save old x for over-relax
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125 @. x = (x-τ*(Δx-b))/(1+τ) # | prox
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126 @. x̄ = 2x - x̄ # over-relax
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127 ∇₂!(Δy, x̄) # dual step: y
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128 @. y = (y + σ*Δy)/(1 + σ*ρ/α) # |
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129 proj_norm₂₁ball!(y, α) # | prox
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130
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131 ################################
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132 # Give function value if needed
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133 ################################
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134 v = verbose() do
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135 ∇₂!(Δy, x)
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136 value = norm₂²(b-x)/2 + params.α*γnorm₂₁(Δy, params.ρ)
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137 value, x, [NaN, NaN], nothing
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138 end
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139
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140 v
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141 end
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142
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143 return x, y, v
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144 end
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145
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146 end # Module
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147
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148

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