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Visualizing Projection Algorithms with Application to Protein Reconstruction Matthew K. Tam Joint work with Francisco Arag on Artacho and Jonathan Borwein School of Mathematical and Physical Sciences University of Newcastle, Australia


  1. Visualizing Projection Algorithms with Application to Protein Reconstruction Matthew K. Tam Joint work with Francisco Arag´ on Artacho and Jonathan Borwein School of Mathematical and Physical Sciences University of Newcastle, Australia Challenges in 21st Century Experimental Mathematical Computation 21st-25th July 2014 at Brown University Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  2. Introduction: Projection Methods Projection methods are a family of iterative algorithms useful for solving the feasibility problem which asks: find x ∈ C 1 ∩ C 2 ⊆ H , where C 1 and C 2 are constraint sets in a Hilbert space H . The focus of this talk is application of the Douglas–Rachford method as a heuristic for non-convex feasibility problems guided by convex theory. Recall that a set S is convex if, λ x + (1 − λ ) y ∈ S , ( ∀ x , y ∈ S )( ∀ λ ∈ [0 , 1]) . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  3. Introduction: Projection Methods Projection methods are a family of iterative algorithms useful for solving the feasibility problem which asks: find x ∈ C 1 ∩ C 2 ⊆ H , where C 1 and C 2 are constraint sets in a Hilbert space H . At each stage, employ (nearest point) projections w.r.t. the individual constraint sets. The solution is obtained in the limit. The focus of this talk is application of the Douglas–Rachford method as a heuristic for non-convex feasibility problems guided by convex theory. Recall that a set S is convex if, λ x + (1 − λ ) y ∈ S , ( ∀ x , y ∈ S )( ∀ λ ∈ [0 , 1]) . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  4. Introduction: Projection Methods Projection methods are a family of iterative algorithms useful for solving the feasibility problem which asks: find x ∈ C 1 ∩ C 2 ⊆ H , where C 1 and C 2 are constraint sets in a Hilbert space H . At each stage, employ (nearest point) projections w.r.t. the individual constraint sets. The solution is obtained in the limit. For (closed) convex constraint sets, behavior is fairly well understood – the methods can be analyzed using non-expansivity properties of the convex projection operators. The focus of this talk is application of the Douglas–Rachford method as a heuristic for non-convex feasibility problems guided by convex theory. Recall that a set S is convex if, λ x + (1 − λ ) y ∈ S , ( ∀ x , y ∈ S )( ∀ λ ∈ [0 , 1]) . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  5. Introduction: Projection Methods Projection methods are a family of iterative algorithms useful for solving the feasibility problem which asks: find x ∈ C 1 ∩ C 2 ⊆ H , where C 1 and C 2 are constraint sets in a Hilbert space H . At each stage, employ (nearest point) projections w.r.t. the individual constraint sets. The solution is obtained in the limit. For (closed) convex constraint sets, behavior is fairly well understood – the methods can be analyzed using non-expansivity properties of the convex projection operators. When one or more of the constraint sets are non-convex, theory is largely unknown. However, one particular projection method, the Douglas–Rachford method, has been (experimentally) observed to successfully solve a large range of non-convex problems. The focus of this talk is application of the Douglas–Rachford method as a heuristic for non-convex feasibility problems guided by convex theory. Recall that a set S is convex if, λ x + (1 − λ ) y ∈ S , ( ∀ x , y ∈ S )( ∀ λ ∈ [0 , 1]) . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  6. Introduction: Projection Methods Projection methods are a family of iterative algorithms useful for solving the feasibility problem which asks: find x ∈ C 1 ∩ C 2 ⊆ H , where C 1 and C 2 are constraint sets in a Hilbert space H . At each stage, employ (nearest point) projections w.r.t. the individual constraint sets. The solution is obtained in the limit. For (closed) convex constraint sets, behavior is fairly well understood – the methods can be analyzed using non-expansivity properties of the convex projection operators. When one or more of the constraint sets are non-convex, theory is largely unknown. However, one particular projection method, the Douglas–Rachford method, has been (experimentally) observed to successfully solve a large range of non-convex problems. Examples: Solving Sudoku and nonogram puzzles, 8-queens and generalizations, enumerating Hadamard matrices, phase retrieval & ptychography, . . . The focus of this talk is application of the Douglas–Rachford method as a heuristic for non-convex feasibility problems guided by convex theory. Recall that a set S is convex if, λ x + (1 − λ ) y ∈ S , ( ∀ x , y ∈ S )( ∀ λ ∈ [0 , 1]) . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  7. Introduction: Variational Tools Let S ⊆ H . The (nearest point) projection onto S is the (set-valued) mapping, P S x := arg min � s − x � . s ∈ S The reflection w.r.t. S is the (set-valued) mapping, R S := 2 P S − I . x 1 x x 2 Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  8. Introduction: Variational Tools Let S ⊆ H . The (nearest point) projection onto S is the (set-valued) mapping, P S x := arg min � s − x � . s ∈ S The reflection w.r.t. S is the (set-valued) mapping, R S := 2 P S − I . p 1 p 2 x 1 x x 2 Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  9. Introduction: Variational Tools Let S ⊆ H . The (nearest point) projection onto S is the (set-valued) mapping, P S x := arg min � s − x � . s ∈ S The reflection w.r.t. S is the (set-valued) mapping, R S := 2 P S − I . p 1 p 1 p 2 p 2 x 1 x x 2 Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  10. Introduction: Variational Tools Let S ⊆ H . The (nearest point) projection onto S is the (set-valued) mapping, P S x := arg min � s − x � . s ∈ S The reflection w.r.t. S is the (set-valued) mapping, R S := 2 P S − I . r 1 p 1 r 2 p 1 p 2 p 2 x 1 x x 2 Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  11. Introduction: Variational Tools Let S ⊆ H . The (nearest point) projection onto S is the (set-valued) mapping, P S x := arg min � s − x � . s ∈ S The reflection w.r.t. S is the (set-valued) mapping, R S := 2 P S − I . r 1 r 1 r 2 p 1 r 2 p 1 p 2 p 2 x 1 x x 2 Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  12. The Douglas–Rachford Algorithm Given an initial point x 0 ∈ H , the Douglas–Rachford method is the fixed-point iteration given by T C 1 , C 2 := Id + R C 2 R C 1 x n +1 = T C 1 , C 2 x n where . 2 If x is a fixed point of T C 1 , C 2 then P C 1 x ∈ C 1 ∩ C 2 . C 2 C 1 x n C 1 = { x ∈ H : � x � ≤ 1 } , C 2 = { x ∈ H : � a , x � = b } . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  13. The Douglas–Rachford Algorithm Given an initial point x 0 ∈ H , the Douglas–Rachford method is the fixed-point iteration given by T C 1 , C 2 := Id + R C 2 R C 1 x n +1 = T C 1 , C 2 x n where . 2 If x is a fixed point of T C 1 , C 2 then P C 1 x ∈ C 1 ∩ C 2 . C 2 R C 1 x n C 1 x n C 1 = { x ∈ H : � x � ≤ 1 } , C 2 = { x ∈ H : � a , x � = b } . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  14. The Douglas–Rachford Algorithm Given an initial point x 0 ∈ H , the Douglas–Rachford method is the fixed-point iteration given by T C 1 , C 2 := Id + R C 2 R C 1 x n +1 = T C 1 , C 2 x n where . 2 If x is a fixed point of T C 1 , C 2 then P C 1 x ∈ C 1 ∩ C 2 . R C 2 R C 1 x n C 2 R C 1 x n C 1 x n C 1 = { x ∈ H : � x � ≤ 1 } , C 2 = { x ∈ H : � a , x � = b } . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  15. The Douglas–Rachford Algorithm Given an initial point x 0 ∈ H , the Douglas–Rachford method is the fixed-point iteration given by T C 1 , C 2 := Id + R C 2 R C 1 x n +1 = T C 1 , C 2 x n where . 2 If x is a fixed point of T C 1 , C 2 then P C 1 x ∈ C 1 ∩ C 2 . R C 2 R C 1 x n C 2 x n +1 = Tx n R C 1 x n C 1 x n C 1 = { x ∈ H : � x � ≤ 1 } , C 2 = { x ∈ H : � a , x � = b } . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  16. The Douglas–Rachford Algorithm Given an initial point x 0 ∈ H , the Douglas–Rachford method is the fixed-point iteration given by T C 1 , C 2 := Id + R C 2 R C 1 x n +1 = T C 1 , C 2 x n where . 2 If x is a fixed point of T C 1 , C 2 then P C 1 x ∈ C 1 ∩ C 2 . C 2 x n +1 = Tx n C 1 x n C 1 = { x ∈ H : � x � ≤ 1 } , C 2 = { x ∈ H : � a , x � = b } . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

  17. The Douglas–Rachford Algorithm First studied by Douglas & Rachford (1956) in connection with heat conduction problems, and later by Lions & Mercier (1979) for finding a zero in the sum of two maximal monotone operators. Theorem (Basic behaviour of the Douglas–Rachford method) Suppose C 1 , C 2 are closed convex subsets of a finite dimensional Hilbert space H . For any x 0 ∈ H , define x n +1 = T C 1 , C 2 x n . If C 1 ∩ C 2 � = ∅ , then x n → x such that P C 1 x ∈ C 1 ∩ C 2 . 1 If C 1 ∩ C 2 = ∅ , then � x n � → + ∞ . 2 It is important to monitor the shadow sequence ( P C 1 x n ) ∞ n =1 , not just the iterates ( x n ) ∞ n =1 . Matthew K. Tam (University of Newcastle) Visualizing Projection Algorithms

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