function [sol, info] = proj_b2(x, ~, param)
%PROJ_B2 Projection onto a L2-ball
% Usage: sol=proj_b2(x, ~, param)
% [sol, infos]=proj_b2(x, ~, param)
%
% Input parameters:
% x : Input signal.
% param : Structure of optional parameters.
% Output parameters:
% sol : Solution.
% info : Structure summarizing informations at convergence
%
% PROJ_B2(x,~,param) solves:
%
% sol = argmin_{z} ||x - z||_2^2 s.t. ||y - A z||_2 <= epsilon
%
% Remark: the projection is the proximal operator of the indicative function of
% y - A z||_2 < epsilon. So it can be written:
%
% prox_{f, gamma }(x) where f= i_c(||y - A z||_2 <= epsilon)
%
%
% param is a Matlab structure containing the following fields:
%
% param.y : measurements (default: 0).
%
% param.A : Forward operator (default: Id).
%
% param.At : Adjoint operator (default: Id).
%
% param.epsilon : Radius of the L2 ball (default = 1e-3).
%
% param.tight : 1 if A is a tight frame or 0 if not (default = 0)
%
% param.nu : bound on the norm of the operator A (default: 1), i.e.
%
% ` ||A x||^2 <= nu * ||x||^2
%
% param.tol : tolerance for the projection onto the L2 ball (default: 1e-3) . The algorithms
% stops if
%
% epsilon/(1-tol) <= ||y - A z||_2 <= epsilon/(1+tol)
%
% param.maxit : max. nb. of iterations (default: 200).
%
% param.method : is the method used to solve the problem. It can be 'FISTA' or
% 'ISTA'. By default, it's 'FISTA'.
%
% param.verbose : 0 no log, 1 a summary at convergence, 2 print main
% steps (default: 1)
%
%
% info is a Matlab structure containing the following fields:
%
% info.algo : Algorithm used
%
% info.iter : Number of iteration
%
% info.time : Time of execution of the function in sec.
%
% info.final_eval : Final evaluation of the function
%
% info.crit : Stopping critterion used
%
% info.residue : Final residue
%
%
% Rem: The input "~" is useless but needed for compatibility issue.
%
% See also: prox_l2 proj_b1
%
% References:
% M. Fadili and J. Starck. Monotone operator splitting for optimization
% problems in sparse recovery. In Image Processing (ICIP), 2009 16th IEEE
% International Conference on, pages 1461--1464. IEEE, 2009.
%
%
% Url: https://epfl-lts2.github.io/unlocbox-html/doc/prox/proj_b2.html
% Copyright (C) 2012-2016 Nathanael Perraudin.
% This file is part of UNLOCBOX version 1.7.4
%
% This program is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program. If not, see <http://www.gnu.org/licenses/>.
%
% Author: Gilles Puy, Nathanael Perraudin
% Date: Feb 20, 2013
%
% Start the time counter
t1 = tic;
% Optional input arguments
if ~isfield(param, 'y'), param.y = 0; end
if ~isfield(param, 'A'), param.A = @(x) x; param.At = @(x) x; end
if ~isfield(param, 'epsilon'), param.epsilon = 1e-3; end
if ~isfield(param, 'tight'), param.tight = 0; end
if ~isfield(param, 'tol'), param.tol = 1e-3; end
if ~isfield(param, 'verbose'), param.verbose = 1; end
if ~isfield(param, 'nu'), param.nu = 1; end
if ~isfield(param, 'maxit'), param.maxit = 200; end
if ~isfield(param, 'method'), param.method = 'FISTA'; end
% Useful functions for the projection
sc = @(z) z*min(param.epsilon/norm(z(:)), 1); % scaling
% Projection
if param.tight % TIGHT FRAME CASE
temp = param.A(x) - param.y;
sol = x + 1/param.nu * param.At(sc(temp)-temp);
crit = 'TOL_EPS'; iter = 0; u = NaN;
else % NON TIGHT FRAME CASE
% Initializations
sol = x; u = zeros(size(param.y));
iter = 0; doloop = 1;
if strcmp(param.method,'FISTA')
v = u;
told = 1;
else
if ~strcmp(param.method,'ISTA')
warning('Unknow solving method. We use ISTA instead.\n')
end
end
% Tolerance onto the L2 ball
epsilon_low = param.epsilon/(1+param.tol);
epsilon_up = param.epsilon/(1-param.tol);
% Check if we are in the L2 ball
norm_res = norm(param.y-param.A(sol), 'fro');
if norm_res <= epsilon_up
crit = 'IN_BALL'; doloop = 0;
end
% Projection onto the L2-ball
% Init
if (param.verbose > 1) && doloop
fprintf(' Proj. B2:\n');
end
while doloop
% Update number of iteration
iter = iter + 1;
% Residual
res = param.A(sol) - param.y; norm_res = norm(res(:), 2);
% Scaling for the projection
res = u*param.nu + res; norm_proj = norm(res(:), 2);
% Log
if param.verbose>1
fprintf(' Iter %i, epsilon = %e, ||y - Ax||_2 = %e\n', ...
iter, param.epsilon, norm_res);
end
% Stopping criterion
if (norm_res>=epsilon_low && norm_res<=epsilon_up && iter >1)
crit = 'TOL_EPS'; break;
elseif iter >= param.maxit
crit = 'MAX_IT'; break;
end
ratio = min(1, param.epsilon/norm_proj);
if strcmp(param.method,'FISTA')
t = (1+sqrt(1+4*told^2))/2; % FISTA timestep
u = v;
v = 1/param.nu * (res - res*ratio);
u = v + (told-1)/t * (v - u);
% Update timestep
told = t;
else
u = 1/param.nu * (res - res*ratio);
end
% Current estimate
sol = x - param.At(u);
end
end
% Log after the projection onto the L2-ball
if param.verbose >= 1
temp = param.A(sol);
fprintf([' Proj. B2: epsilon = %e, ||y-Ax||_2 = %e,', ...
' %s, iter = %i\n'], param.epsilon, norm(param.y(:)-temp(:)), ...
crit, iter);
end
% Infos about algorithm
info.algo=mfilename;
info.iter=iter;
info.final_eval=norm(param.A(sol) - param.y);
info.crit=crit;
info.residue=u;
info.time=toc(t1);
end