src/PET/AlgorithmProximal.jl

Mon, 06 May 2024 20:05:06 -0500

author
Tuomo Valkonen <tuomov@iki.fi>
date
Mon, 06 May 2024 20:05:06 -0500
changeset 65
af90bfa6d978
parent 36
e4a8f662a1ac
permissions
-rw-r--r--

Added tag v2.0.1 for changeset 910a99e4c099

8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
1 ####################################################################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
2 # Predictive online PDPS for optical flow with known velocity field
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
3 ####################################################################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
4
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
5 __precompile__()
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
6
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
7 module AlgorithmProximal
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
9 identifier = "pdps_known_proximal"
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
10
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
11 using Printf
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
12
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
13 using AlgTools.Util
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
14 import AlgTools.Iterate
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
15 using ImageTools.Gradient
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
16 using ImageTools.Translate
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
17
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
18 using ImageTransformations
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
19 using Images, CoordinateTransformations, Rotations, OffsetArrays
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
20 using ImageCore, Interpolations
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
21
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
22 using ...Radon
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
23 using ...OpticalFlow: ImageSize,
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
24 Image,
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
25 petpdflow!
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
26
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
27 #########################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
28 # Iterate initialisation
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
29 #########################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
30
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
31 function init_rest(x::Image)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
32 imdim=size(x)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
33 y = zeros(2, imdim...)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
34 Δx = copy(x)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
35 Δy = copy(y)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
36 x̄ = copy(x)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
37 radonx = copy(x)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
38 return x, y, Δx, Δy, x̄, radonx
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
39 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
40
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
41 function init_iterates(xinit::Image)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
42 return init_rest(copy(xinit))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
43 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
44
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
45 function init_iterates(dim::ImageSize)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
46 return init_rest(zeros(dim...))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
47 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
48
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
49 #########################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
50 # PETscan related
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
51 #########################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
52 function petvalue(x, b, c)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
53 tmp = similar(b)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
54 radon!(tmp, x)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
55 return sum(@. tmp - b*log(tmp+c))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
56 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
57
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
58 function petgrad!(res, x, b, c, S)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
59 tmp = similar(b)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
60 radon!(tmp, x)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
61 @. tmp = S .- b/(tmp+c)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
62 backproject!(res, S.*tmp)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
63 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
64
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
65 function proj_nonneg!(y)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
66 @inbounds @simd for i=1:length(y)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
67 if y[i] < 0
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
68 y[i] = 0
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
69 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
70 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
71 return y
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
72 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
73
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
74 ############
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
75 # Algorithm
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
76 ############
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
77
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
78 function step_lengths(params, γ, R_K², L)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
79 ρ̃₀, τ₀, σ₀, σ̃₀ = params.ρ̃₀, params.τ₀, params.σ₀, params.σ̃₀
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
80 δ = params.δ
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
81 ρ = isdefined(params, :phantom_ρ) ? params.phantom_ρ : params.ρ
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
82 Λ = params.Λ
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
83 Θ = params.dual_flow ? Λ : 1
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
84
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
85 τ = τ₀/L
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
86 @assert(1+γ*τ ≥ Λ)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
87 σ = σ₀*min((1-τ₀)/(τ*R_K²), 1/max(0, τ*R_K²/((1+γ*τ-Λ)*(1-δ))-ρ))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
88 q = δ*(1+σ*ρ)/Θ
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
89 if 1 ≥ q
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
90 σ̃ = σ̃₀*σ/q
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
91 #ρ̃ = ρ̃₀*max(0, ((Θ*σ)/(2*δ*σ̃^2*(1+σ*ρ))+1/(2σ)-1/σ̃))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
92 ρ̃ = max(0, (1-q)/(2*σ))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
93 else
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
94 σ̃ = σ̃₀*σ/(q*(1-√(1-1/q)))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
95 ρ̃ = 0
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
96 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
97
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
98 return τ, σ, σ̃, ρ̃
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
99 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
100
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
101 function solve( :: Type{DisplacementT};
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
102 dim :: ImageSize,
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
103 iterate = AlgTools.simple_iterate,
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
104 params::NamedTuple) where DisplacementT
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
105
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
106 ################################
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
107 # Extract and set up parameters
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
108 ################################
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
109 α, ρ = params.α, params.ρ
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
110 R_K² = ∇₂_norm₂₂_est²
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
111 γ = 1
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
112 L = params.L
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
113 τ, σ, σ̃, ρ̃ = step_lengths(params, γ, R_K², L)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
114 println("Step length parameters: τ=$(τ), σ=$(σ), σ̃=$(σ̃), ρ̃=$(ρ̃)")
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
115
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
116 λ = params.λ
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
117 c = params.c*ones(params.radondims...)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
118
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
119
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
120
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
121 ######################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
122 # Initialise iterates
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
123 ######################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
124
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
125 x, y, Δx, Δy, x̄, r∇ = init_iterates(dim)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
126
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
127 if params.L_experiment
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
128 oldpetgradx = zeros(size(x)...)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
129 petgradx = zeros(size(x))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
130 oldx = ones(size(x))
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
131 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
132
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
133 ####################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
134 # Run the algorithm
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
135 ####################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
136
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
137 v = iterate(params) do verbose :: Function,
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
138 b :: Image, # noisy_sinogram
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
139 v_known :: DisplacementT,
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
140 theta_known :: DisplacementT,
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
141 b_true :: Image,
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
142 S :: Image
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
143
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
144 ###################
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
145 # Prediction steps
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
146 ###################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
147
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
148 petpdflow!(x, Δx, y, Δy, v_known, theta_known, params.dual_flow) # Usual flow
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
149
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
150 if params.L_experiment
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
151 @. oldx = x
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
152 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
153
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
154 ##############################
26
ccd22bbbb02f added dummy structs for different flows
Neil Dizon <neil.dizon@helsinki.fi>
parents: 13
diff changeset
155 # Proximal step of prediction
ccd22bbbb02f added dummy structs for different flows
Neil Dizon <neil.dizon@helsinki.fi>
parents: 13
diff changeset
156 ##############################
ccd22bbbb02f added dummy structs for different flows
Neil Dizon <neil.dizon@helsinki.fi>
parents: 13
diff changeset
157 ∇₂!(Δy, x)
ccd22bbbb02f added dummy structs for different flows
Neil Dizon <neil.dizon@helsinki.fi>
parents: 13
diff changeset
158 @. y = (y + σ̃*Δy)/(1 + σ̃*(ρ̃+ρ/α))
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
159 #@. cc = y + 1000000*σ̃*Δy
26
ccd22bbbb02f added dummy structs for different flows
Neil Dizon <neil.dizon@helsinki.fi>
parents: 13
diff changeset
160 #@. y = (y + σ̃*Δy)/(1 + σ̃*(ρ̃+ρ/α)) + (1 - 1/(1 + ρ̃*σ̃))*cc
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
161 proj_norm₂₁ball!(y, α)
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
162
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
163 ############
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
164 # PDPS step
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
165 ############
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
166
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
167 ∇₂ᵀ!(Δx, y) # primal step:
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
168 @. x̄ = x # | save old x for over-relax
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
169 petgrad!(r∇, x, b, c, S) # | Calculate gradient of fidelity term
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
170
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
171 @. x = x-(τ*λ)*r∇-τ*Δx # |
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
172 proj_nonneg!(x) # | non-negativity constaint prox
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
173 @. x̄ = 2*x - x̄ # over-relax: x̄ = 2x-x_old
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
174 ∇₂!(Δy, x̄) # dual step:
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
175 @. y = y + σ*Δy # |
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
176 proj_norm₂₁ball!(y, α) # | prox
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
177
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
178 #####################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
179 # L update if needed
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
180 #####################
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
181 if params.L_experiment
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
182 petgrad!(petgradx, x, b, c, S)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
183 petgrad!(oldpetgradx, oldx, b, c, S)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
184 if norm₂(x-oldx)>1e-12
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
185 L = max(0.9*norm₂(petgradx - oldpetgradx)/norm₂(x-oldx),L)
13
dc6339756e35 L update fix
Neil Dizon <neil.dizon@helsinki.fi>
parents: 8
diff changeset
186 println("Step length parameters: L=$(L)")
dc6339756e35 L update fix
Neil Dizon <neil.dizon@helsinki.fi>
parents: 8
diff changeset
187 τ = τ₀/L
dc6339756e35 L update fix
Neil Dizon <neil.dizon@helsinki.fi>
parents: 8
diff changeset
188 σ = σ₀*(1-τ₀)/(R_K²*τ)
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
189 end
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
190 end
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
191
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
192 ################################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
193 # Give function value if needed
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
194 ################################
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
195
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
196 v = verbose() do
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
197 ∇₂!(Δy, x)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
198 value = λ*petvalue(x, b, c) + params.α*norm₂₁(Δy)
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
199 value, x, [NaN, NaN], nothing
36
e4a8f662a1ac Reduce code duplication.
Tuomo Valkonen <tuomov@iki.fi>
parents: 26
diff changeset
200 end
8
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
201
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
202 v
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
203 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
204
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
205 return x, y, v
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
206 end
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
207
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
208 end # Module
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
209
e4ad8f7ce671 Added PET and updated README
Neil Dizon <neil.dizon@helsinki.fi>
parents:
diff changeset
210

mercurial