Relaxed linearized algorithms for faster X-ray CT image reconstruction
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1 Relaxed linearized algorithms for faster X-ray CT image reconstruction Hung Nien and Jeffrey A. Fessler University of Michigan, Ann Arbor The 13th Fully 3D Meeting June 2, /20
2 Statistical image reconstruction for X-ray CT 2/20
3 Statistical image reconstruction for X-ray CT 2/20
4 Statistical image reconstruction for X-ray CT 2/20
5 Statistical image reconstruction for X-ray CT 2/20
6 Statistical image reconstruction for X-ray CT 2/20
7 Statistical image reconstruction for X-ray CT Statistical image reconstruction (SIR) { } ˆx arg min Ψ PWLS (x) 1 x 2 y Ax 2 W + R(x) + ι Ω(x) 2/20
8 Statistical image reconstruction for X-ray CT Statistical image reconstruction (SIR) { } ˆx arg min Ψ PWLS (x) 1 x 2 y Ax 2 W + R(x) + ι Ω(x) 2/20
9 Statistical image reconstruction for X-ray CT Statistical image reconstruction (SIR) { } ˆx arg min Ψ PWLS (x) 1 x 2 y Ax 2 W + R(x) + ι Ω(x) 2/20
10 Statistical image reconstruction for X-ray CT Statistical image reconstruction (SIR) { } ˆx arg min Ψ PWLS (x) 1 x 2 y Ax 2 W + R(x) + ι Ω(x) 2/20
11 Statistical image reconstruction for X-ray CT Statistical image reconstruction (SIR) { } ˆx arg min Ψ PWLS (x) 1 x 2 y Ax 2 W + R(x) + ι Ω(x) 2/20
12 First-order algorithms with ordered-subsets OS SQS OS FGM2 OS LALM OS OGM2 FBP RMS difference [HU] OS 30 iter OS 30 iter HU 5 1 HU Number of iterations (10 subsets) 800 Figure: Chest: Existing first-order algorithms with ordered-subsets (OS). 3/20
13 First-order algorithms with ordered-subsets OS SQS OS FGM2 OS LALM OS OGM2 FBP RMS difference [HU] OS 30 iter OS 30 iter HU 5 1 HU Number of iterations (10 subsets) 800 Figure: Chest: Existing first-order algorithms with ordered-subsets (OS). 3/20
14 First-order algorithms with ordered-subsets OS SQS OS FGM2 OS LALM OS OGM2 FBP RMS difference [HU] OS 30 iter OS 30 iter HU 5 1 HU Number of iterations (10 subsets) 800 Figure: Chest: Existing first-order algorithms with ordered-subsets (OS). 3/20
15 First-order algorithms with ordered-subsets OS SQS OS FGM2 OS LALM OS OGM2 FBP RMS difference [HU] OS 10 iter OS 10 iter HU 5 1 HU Number of iterations (10 subsets) 800 Figure: Chest: Existing first-order algorithms with ordered-subsets (OS). 3/20
16 First-order algorithms with ordered-subsets OS SQS OS FGM2 OS LALM OS OGM2 FBP RMS difference [HU] OS 10 iter OS 10 iter HU 5 1 HU Number of iterations (10 subsets) 800 Figure: Chest: Existing first-order algorithms with ordered-subsets (OS). 3/20
17 Equality-constrained composite minimization Consider an equality-constrained minimization problem: { (ˆx, û) arg min 1 x,u 2 u y h(x)} s.t. u = Ax, (1) where h are closed and proper convex functions. 4/20
18 Equality-constrained composite minimization Consider an equality-constrained minimization problem: { (ˆx, û) arg min 1 x,u 2 u y h(x)} s.t. u = Ax, (1) where h are closed and proper convex functions. In particular, the quadratic loss function penalizes the difference between the linear model Ax and noisy measurement y, and h is a regularization term that introduces the prior knowledge of x to the reconstruction. 4/20
19 Equality-constrained composite minimization Consider an equality-constrained minimization problem: { (ˆx, û) arg min 1 x,u 2 u y h(x)} s.t. u = Ax, (1) where h are closed and proper convex functions. In particular, the quadratic loss function penalizes the difference between the linear model Ax and noisy measurement y, and h is a regularization term that introduces the prior knowledge of x to the reconstruction. For example, (ˆx, û) arg min x,u { 1 2 u W 1/2 y (R + ι Ω)(x) represents an X-ray CT image reconstruction problem. } s.t. u = W 1/2 Ax 4/20
20 Standard AL method The standard AL method finds a saddle-point of the augmented Lagrangian (AL) of (1): L A (x, u, d; ρ) 1 2 u y h(x) + ρ 2 Ax u d 2 2 in an alternating direction manner: x (k+1) arg min {h(x) + ρ x 2 Ax u (k) d (k) } 2 { 2 u (k+1) arg min 1 u 2 u y ρ 2 Ax (k+1) u d (k) } 2 2 d (k+1) = d (k) Ax (k+1) + u (k+1), where d is the scaled Lagrange multiplier of u, and ρ > 0 is the AL penalty parameter. [Gabay and Mercier, Comput. Math. Appl., 1976] 5/20
21 Standard AL method The standard AL method finds a saddle-point of the augmented Lagrangian (AL) of (1): L A (x, u, d; ρ) 1 2 u y h(x) + ρ 2 Ax u d 2 2 in an alternating direction manner: x (k+1) arg min {h(x) + ρ x 2 Ax u (k) d (k) } 2 { 2 u (k+1) arg min 1 u 2 u y ρ 2 Ax (k+1) u d (k) } 2 2 d (k+1) = d (k) Ax (k+1) + u (k+1), where d is the scaled Lagrange multiplier of u, and ρ > 0 is the AL penalty parameter. [Gabay and Mercier, Comput. Math. Appl., 1976] 5/20
22 Linearized AL method The linearized AL method adds an additional G-proximity term to the x-subproblem in the standard AL method: x (k+1) arg min {h(x) + ρ x 2 Ax u (k) d (k) ρ } 2 x x (k) 2 { G u (k+1) arg min 1 u 2 u y ρ 2 Ax (k+1) u d (k) } 2 2 d (k+1) = d (k) Ax (k+1) + u (k+1), where G D L A A, and D L is a diagonal majorizing matrix of A A. [Zhang et al., J. Sci. Comput., 2011] [HN and Fessler, IEEE Trans. Med. Imag., 2015] 6/20
23 Linearized AL method The linearized AL method adds an additional G-proximity term to the x-subproblem in the standard AL method: x (k+1) arg min {h(x) + ρ x 2 Ax u (k) d (k) ρ } 2 x x (k) 2 { G u (k+1) arg min 1 u 2 u y ρ 2 Ax (k+1) u d (k) } 2 2 d (k+1) = d (k) Ax (k+1) + u (k+1), where G D L A A, and D L is a diagonal majorizing matrix of A A. Here, we linearize the algorithm in a sense that the Hessian matrix of the augmented quadratic AL term is diagonal. [Zhang et al., J. Sci. Comput., 2011] [HN and Fessler, IEEE Trans. Med. Imag., 2015] 6/20
24 Linearized AL algorithm for X-ray CT Algorithm: OS-LALM for CT reconstruction. Input: K 1, M 1, and an initial (FBP) image x. set ρ = 1, ζ = g = M L M (x) for k = 1, 2,..., K do for m = 1, 2,..., M do s = ρζ + (1 ρ) g x + = [ x (ρd L + D R ) 1 (s + R(x)) ] Ω ζ + = M L m (x + ) ρ ρ+1 ζ+ + 1 ρ+1 g g + = decrease ρ gradually end end Output: The final image x. 7/20
25 Relaxed AL method The relaxed AL method accelerates the standard AL method with under- or over-relaxation: x (k+1) arg min {h(x) + ρ x 2 Ax u (k) d (k) } 2 { 2 u (k+1) arg min 1 u 2 u y ρ 2 r u,α (k+1) u d (k) } 2 2 d (k+1) = d (k) r u,α (k+1) + u (k+1), where r (k+1) u,α αax (k+1) + (1 α)u (k) is the relaxation variable of u, and 0 < α < 2 is the relaxation parameter. [Eckstein and Bertsekas, Math. Prog., 1992] 8/20
26 Relaxed AL method The relaxed AL method accelerates the standard AL method with under- or over-relaxation: x (k+1) arg min {h(x) + ρ x 2 Ax u (k) d (k) } 2 { 2 u (k+1) arg min 1 u 2 u y ρ 2 r u,α (k+1) u d (k) } 2 2 d (k+1) = d (k) r u,α (k+1) + u (k+1), where r (k+1) u,α αax (k+1) + (1 α)u (k) is the relaxation variable of u, and 0 < α < 2 is the relaxation parameter. When α = 1, it reverts to the standard AL method. [Eckstein and Bertsekas, Math. Prog., 1992] 8/20
27 Implicit linearization via redundant variable-splitting Consider an equivalent equality-constrained minimization problem with a redundant equality constraint: { { (ˆx, û, ˆv) arg min 1 x,u,v 2 u y h(x)} u = Ax s.t. v = G 1/2 x. [HN and Fessler, IEEE Trans. Med. Imag., 2015] 9/20
28 Implicit linearization via redundant variable-splitting Consider an equivalent equality-constrained minimization problem with a redundant equality constraint: { { (ˆx, û, ˆv) arg min 1 x,u,v 2 u y h(x)} u = Ax s.t. v = G 1/2 x. Suppose we use the same AL penalty parameter ρ for both equality constraints in AL methods. The quadratic AL term ρ 2 Ax u (k) d (k) ρ 2 G 1/2 x v (k) e (k) 2 2 has a diagonal Hessian matrix H ρ ρa A + ρg = ρd L, leading to a separable quadratic AL term. [HN and Fessler, IEEE Trans. Med. Imag., 2015] 9/20
29 Proposed relaxed linearized AL method The proposed relaxed linearized AL method solves the equivalent minimization problem with a redundant equality constraint using the relaxed AL method: { h(x) + ρ x (k+1) 2 Ax u (k) d (k) 2 } 2 arg min x + ρ 2 G 1/2 x v (k) e (k) { 2 2 u (k+1) arg min 1 u 2 u y ρ (k+1) 2 r u,α u d (k) } 2 2 d (k+1) = d (k) r u,α (k+1) + u (k+1) v (k+1) = r v,α (k+1) e (k) e (k+1) = e (k) r v,α (k+1) + v (k+1). 10/20
30 Proposed relaxed linearized AL method The proposed relaxed linearized AL method solves the equivalent minimization problem with a redundant equality constraint using the relaxed AL method: { h(x) + ρ x (k+1) 2 Ax u (k) d (k) 2 } 2 arg min x + ρ 2 G 1/2 x v (k) e (k) { 2 2 u (k+1) arg min 1 u 2 u y ρ (k+1) 2 r u,α u d (k) } 2 2 d (k+1) = d (k) r u,α (k+1) + u (k+1) v (k+1) = r v,α (k+1) e (k) e (k+1) = e (k) r v,α (k+1) + v (k+1). When α = 1, the proposed method reverts to the linearized AL method. 10/20
31 Proposed relaxed linearized AL method (cont d) The proposed relaxed linearized AL method further simplifies as follows: γ (k+1) = (ρ 1) g (k) + ρh (k) x (k+1) arg min {h(x) + 1 x 2 x (ρdl ) 1 γ (k+1) } 2 ρd L ζ (k+1) = L ( x (k+1)) A ( Ax (k+1) y ) g (k+1) = ρ ( ρ+1 αζ (k+1) + (1 α)g (k)) + 1 ρ+1 g(k) h (k+1) = α ( D L x (k+1) ζ (k+1)) + (1 α)h (k), where L(x) (1/2) Ax y 2 2 denotes the quadratic data-fidelity term, and g (k) A ( u (k) y ) denotes the split gradient of L. 11/20
32 Proposed relaxed linearized AL method (cont d) The proposed relaxed linearized AL method further simplifies as follows: γ (k+1) = (ρ 1) g (k) + ρh (k) x (k+1) arg min {h(x) + 1 x 2 x (ρdl ) 1 γ (k+1) } 2 ρd L ζ (k+1) = L ( x (k+1)) A ( Ax (k+1) y ) g (k+1) = ρ ( ρ+1 αζ (k+1) + (1 α)g (k)) + 1 ρ+1 g(k) h (k+1) = α ( D L x (k+1) ζ (k+1)) + (1 α)h (k), where L(x) (1/2) Ax y 2 2 denotes the quadratic data-fidelity term, and g (k) A ( u (k) y ) denotes the split gradient of L. 11/20
33 Relaxed OS-LALM for faster CT reconstruction To solve X-ray CT image reconstruction problem: { } ˆx arg min 1 x 2 y Ax 2 W + R(x) + ι Ω(x) using the proposed relaxed linearized AL method, we apply the following substitution: { A W 1/2 A and set h R + ι Ω. y W 1/2 y 12/20
34 Relaxed OS-LALM for faster CT reconstruction To solve X-ray CT image reconstruction problem: { } ˆx arg min 1 x 2 y Ax 2 W + R(x) + ι Ω(x) using the proposed relaxed linearized AL method, we apply the following substitution: { A W 1/2 A and set h R + ι Ω. y W 1/2 y The image update now is a diagonally weighted denoising problem. We solve it using a projected gradient descent step from x (k). 12/20
35 Relaxed OS-LALM for faster CT reconstruction To solve X-ray CT image reconstruction problem: { } ˆx arg min 1 x 2 y Ax 2 W + R(x) + ι Ω(x) using the proposed relaxed linearized AL method, we apply the following substitution: { A W 1/2 A and set h R + ι Ω. y W 1/2 y The image update now is a diagonally weighted denoising problem. We solve it using a projected gradient descent step from x (k). For speed-up, ordered subsets (OS) or incremental gradients are used. 12/20
36 Speed-up with decreasing continuation sequence We also use a continuation technique to speed up convergence; that is, we decrease ρ gradually with iteration. 13/20
37 Speed-up with decreasing continuation sequence We also use a continuation technique to speed up convergence; that is, we decrease ρ gradually with iteration. Based on a second-order recursive system analysis, we use 1, if i = 0 ρ i (α) = ( ) π 2, (2) 1 otherwise. α(i+1) π 2α(i+1) Therefore, we use a faster-decreasing continuation sequence in a more over-relaxed linearized AL method. [HN and Fessler, IEEE Trans. Med. Imag., submitted] 13/20
38 Proposed relaxed linearized algorithm Algorithm: Relaxed OS-LALM for CT reconstruction. Input: K 1, M 1, 0 < α < 2, and an initial (FBP) image x. set ρ = 1, ζ = g = M L M (x), h = D L x ζ for k = 1, 2,..., K do for m = 1, 2,..., M do s = ρ (D L x h) + (1 ρ) g x + = [ x (ρd L + D R ) 1 (s + R(x)) ] Ω ζ = M L m (x + ) g + = ρ 1 ρ+1 (αζ + (1 α) g) + ρ+1 g h + = α (D L x + ζ) + (1 α) h decrease ρ using (2) end end Output: The final image x. 14/20
39 Chest region helical scan We reconstruct a image from an helical (pitch 1.0) CT scan. FBP Converged Proposed Figure: Chest: Cropped images of the initial FBP image x (0) (left), the reference reconstruction x (center), and the reconstructed image x (20) using relaxed OS-LALM with 10 subsets after 20 iterations (right) /20
40 Chest region helical scan (cont d) OS SQS OS FGM2 OS LALM OS OGM2 Relaxed OS LALM OS SQS OS FGM2 OS LALM OS OGM2 Relaxed OS LALM RMS difference [HU] RMS difference [HU] HU 5 5 HU 1 HU 1 HU Number of iterations Number of iterations Figure: Chest: Convergence rate curves of different OS algorithms with 10 (left) and 20 (right) subsets. 16/20
41 Chest region helical scan (cont d) FBP OS SQS OS FGM OS LALM OS OGM2 Relaxed OS LALM 0 15 Figure: Chest: Difference images of the initial FBP image x (0) x and the reconstructed image x (10) x using OS algorithms with 10 subsets after 10 iterations /20
42 Chest region helical scan (cont d) FBP OS SQS OS FGM OS LALM OS OGM2 Relaxed OS LALM 0 15 Figure: Chest: Difference images of the initial FBP image x (0) x and the reconstructed image x (5) x using OS algorithms with 20 subsets after 5 iterations /20
43 Chest region helical scan (cont d) FBP OS SQS OS FGM OS LALM OS OGM2 Relaxed OS LALM 0 15 Figure: Chest: Difference images of the initial FBP image x (0) x and the reconstructed image x (10) x using OS algorithms with 20 subsets after 10 iterations /20
44 Chest region helical scan (cont d) FBP OS SQS OS FGM OS LALM OS OGM2 Relaxed OS LALM 0 15 Figure: Chest: Difference images of the initial FBP image x (0) x and the reconstructed image x (20) x using OS algorithms with 20 subsets after 20 iterations. More results 30 18/20
45 Conclusions and future work In summary, We proposed a relaxed variant of linearized AL methods for faster X-ray CT image reconstruction Experimental results showed that the proposed algorithm converges α-fold faster than its unrelaxed counterpart The speed-up means that one needs fewer subsets to reach an RMS difference criteria in a given number of iterations Empirically, the proposed algorithm is reasonably stable when we use moderate numbers of subsets For future work, We want to work on the convergence rate analysis of the proposed algorithm 19/20
46 Conclusions and future work In summary, We proposed a relaxed variant of linearized AL methods for faster X-ray CT image reconstruction Experimental results showed that the proposed algorithm converges α-fold faster than its unrelaxed counterpart The speed-up means that one needs fewer subsets to reach an RMS difference criteria in a given number of iterations Empirically, the proposed algorithm is reasonably stable when we use moderate numbers of subsets For future work, We want to work on the convergence rate analysis of the proposed algorithm 19/20
47 Conclusions and future work In summary, We proposed a relaxed variant of linearized AL methods for faster X-ray CT image reconstruction Experimental results showed that the proposed algorithm converges α-fold faster than its unrelaxed counterpart The speed-up means that one needs fewer subsets to reach an RMS difference criteria in a given number of iterations Empirically, the proposed algorithm is reasonably stable when we use moderate numbers of subsets For future work, We want to work on the convergence rate analysis of the proposed algorithm 19/20
48 Conclusions and future work In summary, We proposed a relaxed variant of linearized AL methods for faster X-ray CT image reconstruction Experimental results showed that the proposed algorithm converges α-fold faster than its unrelaxed counterpart The speed-up means that one needs fewer subsets to reach an RMS difference criteria in a given number of iterations Empirically, the proposed algorithm is reasonably stable when we use moderate numbers of subsets For future work, We want to work on the convergence rate analysis of the proposed algorithm 19/20
49 Conclusions and future work In summary, We proposed a relaxed variant of linearized AL methods for faster X-ray CT image reconstruction Experimental results showed that the proposed algorithm converges α-fold faster than its unrelaxed counterpart The speed-up means that one needs fewer subsets to reach an RMS difference criteria in a given number of iterations Empirically, the proposed algorithm is reasonably stable when we use moderate numbers of subsets For future work, We want to work on the convergence rate analysis of the proposed algorithm 19/20
50 Conclusions and future work In summary, We proposed a relaxed variant of linearized AL methods for faster X-ray CT image reconstruction Experimental results showed that the proposed algorithm converges α-fold faster than its unrelaxed counterpart The speed-up means that one needs fewer subsets to reach an RMS difference criteria in a given number of iterations Empirically, the proposed algorithm is reasonably stable when we use moderate numbers of subsets For future work, We want to work on the convergence rate analysis of the proposed algorithm 19/20
51 Acknowledgments Supported in part by NIH grant U01 EB Equipment support from Intel Corporation Research support from GE Healthcare 20/20
52 Shoulder region helical scan We reconstruct a image from an helical (pitch 0.5) CT scan. FBP Converged Proposed Figure: Shoulder: Cropped images of the initial FBP image x (0) (left), the reference reconstruction x (center), and the reconstructed image x (20) using relaxed OS-LALM with 20 subsets after 20 iterations (right). 20/20
53 Shoulder region helical scan (cont d) OS SQS OS FGM2 OS LALM OS OGM2 Relaxed OS LALM OS SQS OS FGM2 OS LALM OS OGM2 Relaxed OS LALM RMS difference [HU] RMS difference [HU] HU 5 5 HU 1 HU Number of iterations 1 HU Number of iterations Figure: Shoulder: Convergence rate curves of different OS algorithms with 20 (left) and 40 (right) subsets. 20/20
54 Shoulder region helical scan (cont d) FBP OS SQS OS FGM OS LALM OS OGM2 Relaxed OS LALM Figure: Shoulder: Difference images of the initial FBP image x (0) x and the reconstructed image x (20) x using OS algorithms with 20 subsets after 20 iterations. 20/20
55 Abdomen region helical scan We reconstruct a image from an helical (pitch 1.0) CT scan. FBP Converged Proposed Figure: Abdomen: Cropped images of the initial FBP image x (0) (left), the reference reconstruction x (center), and the reconstructed image x (20) using relaxed OS-LALM with 10 subsets after 20 iterations (right) /20
56 Abdomen region helical scan (cont d) OS SQS OS FGM2 OS LALM OS OGM2 Relaxed OS LALM OS SQS OS FGM2 OS LALM OS OGM2 Relaxed OS LALM RMS difference [HU] RMS difference [HU] HU 5 5 HU 1 HU 1 HU Number of iterations Number of iterations Figure: Abdomen: Convergence rate curves of different OS algorithms with 10 (left) and 20 (right) subsets. 20/20
57 Abdomen region helical scan (cont d) FBP OS SQS OS FGM OS LALM OS OGM2 Relaxed OS LALM Figure: Abdomen: Difference images of the initial FBP image x (0) x and the reconstructed image x (20) x using OS algorithms with 10 subsets after 20 iterations. Conclusions and future work 20/20
58 Simple vs. proposed relaxed OS-LALM OS SQS OS LALM Relaxed OS LALM (simple) Relaxed OS LALM (proposed) OS SQS OS LALM Relaxed OS LALM (simple) Relaxed OS LALM (proposed) RMS difference [HU] RMS difference [HU] HU 5 5 HU 1 HU 1 HU Number of iterations Number of iterations Figure: Chest: Convergence rate curves of different relaxed algorithms with a fixed AL parameter ρ = 0.05 (left) and the decreasing ρ (right). 20/20
59 Wide-cone axial scan We reconstruct a image from an axial CT scan. FBP Converged Proposed Figure: Wide-cone: Cropped images of the initial FBP image x (0) (left), the reference reconstruction x (center), and the reconstructed image x (20) using relaxed OS-LALM with 24 subsets after 20 iterations (right) /20
60 Wide-cone axial scan (cont d) 100 OS SQS OS OGM2 Relaxed OS LALM (θ = 1) Relaxed OS LALM (θ = 0.1) 100 OS SQS OS OGM2 Relaxed OS LALM (θ = 1) Relaxed OS LALM (θ = 0.1) RMS difference [HU] RMS difference [HU] HU 1 HU Number of iterations 5 HU 1 HU Number of iterations Figure: Wide-cone: Convergence rate curves of different OS algorithms with 12 (left) and 24 (right) subsets. 20/20
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