- Series
- Applied and Computational Mathematics Seminar
- Time
- Monday, October 6, 2014 - 2:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Dr. Maryam Yashtini – Georgia Tech Mathematics
- Organizer
- Martin Short
An alternating direction approximate Newton method (ADAN) is developedfor solving inverse problems of the formmin{ϕ(Bu)+1/2\normAu−f22},where ϕ is a convex function, possibly nonsmooth,and A and B are matrices.Problems of this form arise in image reconstruction whereA is the matrix describing the imaging device, f is themeasured data, ϕ is a regularization term, and B is aderivative operator. The proposed algorithm is designed tohandle applications where A is a large, dense ill conditionmatrix. The algorithm is based on the alternating directionmethod of multipliers (ADMM) and an approximation to Newton's method in which Newton's Hessian is replaced by a Barzilai-Borwein approximation. It is shown that ADAN converges to a solutionof the inverse problem; neither a line search nor an estimateof problem parameters, such as a Lipschitz constant, are required.Numerical results are provided using test problems fromparallel magnetic resonance imaging (PMRI).ADAN performed better than the other schemes that were tested.