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Derivative-free superiorization with component-wise perturbations

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Abstract

Superiorization reduces, not necessarily minimizes, the value of a target function while seeking constraints compatibility. This is done by taking a solely feasibility-seeking algorithm, analyzing its perturbation resilience, and proactively perturbing its iterates accordingly to steer them toward a feasible point with reduced value of the target function. When the perturbation steps are computationally efficient, this enables generation of a superior result with essentially the same computational cost as that of the original feasibility-seeking algorithm. In this work, we refine previous formulations of the superiorization method to create a more general framework, enabling target function reduction steps that do not require partial derivatives of the target function. In perturbations that use partial derivatives, the step-sizes in the perturbation phase of the superiorization method are chosen independently from the choice of the nonascent directions. This is no longer true when component-wise perturbations are employed. In that case, the step-sizes must be linked to the choice of the nonascent direction in every step. Besides presenting and validating these notions, we give a computational demonstration of superiorization with component-wise perturbations for a problem of computerized tomography image reconstruction.

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Acknowledgements

We greatly appreciate the constructive comments of two anonymous reviewers which helped us improve the paper.

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Correspondence to Yair Censor.

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This project was supported by Research Grant No. 2013003 of the United States-Israel Binational Science Foundation (BSF) and by Award No. 1P20183640-01A1 of the National Cancer Institute (NCI) of the National Institutes of Health (NIH).

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Censor, Y., Heaton, H. & Schulte, R. Derivative-free superiorization with component-wise perturbations. Numer Algor 80, 1219–1240 (2019). https://doi.org/10.1007/s11075-018-0524-0

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