Abstract The goal of this study is to develop a new computed tomography (CT) image reconstruction method, aiming at improving the quality of the reconstructed images of existing methods while reducing computational costs. Existing CT reconstruction is modeled by pixel-based piecewise constant approximations of the integral equation that describes the CT projection data acquisition process. Using these approximations imposes a bottleneck model error and results in a discrete system of a large size. We propose to develop a content-adaptive unstructured grid (CAUG) based regularized CT reconstruction method to address these issues. Specifically, we design a CAUG of the image domain to sparsely represent the underlying image, and introduce a CAUG-based piecewise linear approximation of the integral equation by employing a collocation method. We further apply a regularization defined on the CAUG for the resulting ill-posed linear system, which may lead to a sparse linear representation for the underlying solution. The regularized CT reconstruction is formulated as a convex optimization problem, whose objective function consists of a weighted least square norm based fidelity term, a regularization term and a constraint term. Here, the corresponding weighted matrix is derived from the simultaneous algebraic reconstruction technique (SART). We then develop a SART-type preconditioned fixed-point proximity algorithm to solve the optimization problem. Convergence analysis is provided for the resulting iterative algorithm. Numerical experiments demonstrate the superiority of the proposed method over several existing methods in terms of both suppressing noise and reducing computational costs. These methods include the SART without regularization and with the quadratic regularization, the traditional total variation (TV) regularized reconstruction method and the TV superiorized conjugate gradient method on the pixel grid.
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This content will become publicly available on December 1, 2024
An algorithm for stochastic convex-concave fractional programs with applications to production efficiency and equitable resource allocation
We propose an algorithm to solve convex and concave fractional programs and their stochastic counterparts in a common framework. Our approach is based on a novel reformulation that involves differences of square terms in the constraints, and subsequent employment of piecewise-linear approximations of the concave terms. Using the branch-and-bound (B\&B) framework, our algorithm adaptively refines the piecewise-linear approximations and iteratively solves convex approximation problems. The convergence analysis provides a bound on the optimality gap as a function of approximation errors. Based on this bound, we prove that the proposed B\&B algorithm terminates in a finite number of iterations and the worst-case bound to obtain an $\epsilon$-optimal solution reciprocally depends on the square root of $\epsilon$. Numerical experiments on Cobb-Douglas production efficiency and equitable resource allocation problems support that the algorithm efficiently finds a highly accurate solution while significantly outperforming the benchmark algorithms for all the small size problem instances solved. A modified branching strategy that takes the advantage of non-linearity in convex functions further improves the performance. Results are also discussed when solving a dual reformulation and using a cutting surface algorithm to solve distributionally robust counterpart of the Cobb-Douglas example models.
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- Award ID(s):
- 1763035
- NSF-PAR ID:
- 10488929
- Publisher / Repository:
- Elsevier
- Date Published:
- Journal Name:
- European Journal of Operational Research
- ISSN:
- 0377-2217
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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