src/AlgorithmFB.jl

Tue, 07 Apr 2020 14:19:48 -0500

author
Tuomo Valkonen <tuomov@iki.fi>
date
Tue, 07 Apr 2020 14:19:48 -0500
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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 AlgorithmFB
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8
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9 identifier = "fb_known"
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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: Image,
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18 ImageSize,
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19 flow!
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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 ỹ = copy(y)
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32 y⁻ = copy(y)
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33
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34 return x, y, Δx, Δy, ỹ, y⁻
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35 end
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36
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37 function init_iterates(xinit::Image)
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38 return init_rest(copy(xinit))
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39 end
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40
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41 function init_iterates(dim::ImageSize)
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42 return init_rest(zeros(dim...))
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43 end
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44
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45 ############
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46 # Algorithm
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47 ############
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48
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49 function solve( :: Type{DisplacementT};
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50 dim :: ImageSize,
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51 iterate = AlgTools.simple_iterate,
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52 params::NamedTuple) where DisplacementT
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53
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54 ################################
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55 # Extract and set up parameters
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56 ################################
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57
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58 α, ρ = params.α, params.ρ
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59 τ₀, τ̃₀ = params.τ₀, params.τ̃₀
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60
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61 R_K² = ∇₂_norm₂₂_est²
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62 τ̃ = τ̃₀/R_K²
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63 τ = τ₀
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64
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65 ######################
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66 # Initialise iterates
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67 ######################
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68
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69 x, y, Δx, Δy, ỹ, y⁻ = init_iterates(dim)
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70 init_data = (params.init == :data)
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71
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72 ####################
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73 # Run the algorithm
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74 ####################
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75
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76 v = iterate(params) do verbose :: Function,
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77 b :: Image,
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78 v_known :: DisplacementT,
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79 🚫unused_b_next :: Image
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80
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81 ##################
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82 # Prediction step
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83 ##################
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84
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85 if init_data
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86 x .= b
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87 init_data = false
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88 else
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89 # Δx is a temporary storage variable of correct dimensions
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90 flow!(x, v_known, Δx)
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91 end
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92
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93 ##################################################################
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94 # We need to do forward–backward step on min_x |x-b|^2/2 + α|∇x|.
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95 # The forward step is easy, the prox requires solving the predual
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96 # problem of a problem similar to the original.
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97 ##################################################################
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98
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99 @. x = x-τ*(x-b)
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100
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101 ##############
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102 # Inner FISTA
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103 ##############
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104
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105 t = 0
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106 # Move step length from proximal quadratic term into L1 term.
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107 α̃ = α*τ
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108 @. ỹ = y
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109 for i=1:params.fb_inner_iterations
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110 ∇₂ᵀ!(Δx, ỹ)
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111 @. Δx .-= x
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112 ∇₂!(Δy, Δx)
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113 @. y⁻ = y
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114 @. y = (ỹ - τ̃*Δy)/(1 + τ̃*ρ/α̃)
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115 proj_norm₂₁ball!(y, α̃)
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116 t⁺ = (1+√(1+4*t^2))/2
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117 @. ỹ = y+((t-1)/t⁺)*(y-y⁻)
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118 t = t⁺
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119 end
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120
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121 ∇₂ᵀ!(Δx, y)
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122 @. x = x - Δx
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123
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124 ################################
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125 # Give function value if needed
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126 ################################
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127 v = verbose() do
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128 ∇₂!(Δy, x)
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129 value = norm₂²(b-x)/2 + α*γnorm₂₁(Δy, ρ)
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130 value, x, [NaN, NaN], nothing
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131 end
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132
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133 v
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134 end
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135
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136 return x, y, v
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137 end
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138
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139 end # Module
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140
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141

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