\`x^2+y_1+z_12^34\`
Advanced Search
Article Contents
Article Contents

Morozov's discrepancy principle for $ \alpha\ell_1-\beta\ell_2 $ sparsity regularization

  • * Corresponding author: Liang Ding

    * Corresponding author: Liang Ding 
Abstract / Introduction Full Text(HTML) Figure(10) Related Papers Cited by
  • In this paper, Morozov's discrepancy principle is considered for the non-convex $ \alpha\ell_1-\beta\ell_2 $ sparsity regularization ($ \alpha>\beta>0 $). It is shown that if $ \tau>1 $ satisfies some conditions, there exists a regularization parameter $ \alpha $ such that $ \delta\leq \|A(x_{\alpha,\beta}^{\delta})-y^{\delta}\|_Y\leq \tau \delta $ holds. Furthermore, it is shown that $ \alpha $ converges to 0 as $ \delta\rightarrow 0 $. In addition, well-posedness and convergence rate results are presented for the regularized solution under Morozov's discrepancy principle. Numerical simulation results are reported to illustrate the efficiency of the proposed approach.

    Mathematics Subject Classification: Primary: 49J27, 49J52; Secondary: 65J15, 65J20.

    Citation:

    \begin{equation} \\ \end{equation}
  • 加载中
  • Figure 1.  (a) $ \alpha $ vs. $ \delta $ where $ \alpha: \|A(x_{\alpha, \beta}^{\delta})-y^{\delta}\|_Y = c(\delta) $; (b) Rerror vs. $ \delta $.

    Figure 2.  (a) $ \alpha $ vs. $ \delta $ where $ \alpha $ is determined by Algorithm 1; (b) Rerror vs. $ \delta $.

    Figure 3.  (a) True image; (b) Observed image; (c) Recovered image with $ \alpha: \|A(x_{\alpha_j, \beta_j}^{\delta})-y^{\delta}\|_Y = c(\delta) $; (d) Recovered image with $ \alpha $ is determined by Algorithm 1.

    Figure 4.  (a) $ \alpha $ vs. $ \delta $ where $ \alpha: \|A(x_{\alpha, \beta}^{\delta})-y^{\delta}\|_Y = c(\delta) $; (b) Rerror vs. $ \delta $.

    Figure 5.  (a) $ \alpha $ vs. $ \delta $ where $ \alpha $ is determined by Algorithm 1; (b) Rerror vs. $ \delta $.

    Figure 6.  (a) True signal; (b) Observed data; (c) Recovered signal with $ \alpha: \|A(x_{\alpha_j, \beta_j}^{\delta})-y^{\delta}\|_Y = c(\delta) $; Rerror = 0.0828; (d) Recovered signal with $ \alpha $ is determined by Algorithm 1; Rerror = 0.0465.

    Figure 7.  $ \delta $, the upper bound $ c(\delta) $ and $ \|A(x_{\alpha,\beta}^{\delta})-y^{\delta}\| $ vs. $ \alpha $.

    Figure 8.  (a) $ \alpha $ vs. $ \delta $ where $ \alpha: \|A(x_{\alpha, \beta}^{\delta})-y^{\delta}\|_Y = c(\delta) $; (b) Rerror vs. $ \delta $.

    Figure 9.  (a) $ \alpha $ vs. $ \delta $ where $ \alpha $ is determined by Algorithm 1; (b) Rerror vs. $ \delta $.

    Figure 10.  (a) True signal; (b) Observed data; (c) Recovered signal with $ \alpha: \|A(x_{\alpha, \beta}^{\delta})-y^{\delta}\|_Y = c(\delta) $ Rerror = 0.0734; (d) Recovered signal with $ \alpha $ is determined by Algorithm 1 Rerror = 0.0137.

  • [1] V. Albani and A. De Cezaro, A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles, Inverse Problems and Imaging, 13 (2019), 211-229.  doi: 10.3934/ipi.2019012.
    [2] S. W. Anzengruber and R. Ramlau, Morozov's discrepancy principle for Tikhonov-type functionals with nonlinear operators, Inverse Problems, 26 (2010), 025001, 17 pp. doi: 10.1088/0266-5611/26/2/025001.
    [3] S. W. Anzengruber and R. Ramlau, Convergence rates for Morozov's discrepancy principle using variational inequalities, Inverse Problems, 27 (2011), 105007, 18 pp. doi: 10.1088/0266-5611/27/10/105007.
    [4] A. Beck and Y. C. Eldar, Sparsity constrained nonlinear optimization: Optimality conditions and algorithms, SIAM Journal on Optimization, 23 (2013), 1480-1509.  doi: 10.1137/120869778.
    [5] M. Benning and M. Burger, Modern regularization methods for inverse problems, Acta Numerica, 27 (2018), 1-111.  doi: 10.1017/S0962492918000016.
    [6] T. Blumensath, Compressed sensing with nonlinear observations and related nonlinear optimization problems, IEEE Transactions on Information Theory, 59 (2013), 3466-3474.  doi: 10.1109/TIT.2013.2245716.
    [7] T. Blumensath and M. E. Davies, Iterative thresholding for sparse approximations, J. Fourier Anal. Appl., 14 (2008), 629-654.  doi: 10.1007/s00041-008-9035-z.
    [8] T. Blumensath and M. E. Davies, Iterative hard thresholding for compressed sensing, Appl. Comput. Harmon. Anal., 27 (2009), 265-274.  doi: 10.1016/j.acha.2009.04.002.
    [9] T. Bonesky, Morozov's discrepancy principle and Tikhonov-type functionals, Inverse Problems, 25 (2009), 015015, 11 pp. doi: 10.1088/0266-5611/25/1/015015.
    [10] K. Bredies and D. A. Lorenz, Iterated hard shrinkage for minimization problems with sparsity constraints, SIAM J. Sci. Comput., 30 (2008), 657-683.  doi: 10.1137/060663556.
    [11] K. Bredies and D. A. Lorenz, Regularization with non-convex separable constraints, Inverse Problems, 25 (2009), 085011, 14 pp. doi: 10.1088/0266-5611/25/8/085011.
    [12] K. Bredies, D. A. Lorenz and P. Maass, A generalized conditional gradient method and its connection to an iterative shrinkage method, Comput. Optim. Appl., 42 (2009), 173-193.  doi: 10.1007/s10589-007-9083-3.
    [13] S. P. Chepuri and G. Leus, Sparsity-promoting sensor selection for non-linear measurement models, IEEE Trans. Signal Process., 63 (2015), 684-698.  doi: 10.1109/TSP.2014.2379662.
    [14] I. Daubechies, M. Defrise and C. De Mol, Sparsity-enforcing regularisation and ISTA revisited, Inverse Problems, 32 (2016), 104001, 15 pp. doi: 10.1088/0266-5611/32/10/104001.
    [15] L. Ding and W. Han, $\alpha\ell_{1}-\beta\ell_{2}$ regularization for sparse recovery, Inverse Problems, 35 (2019), 125009, 26 pp. doi: 10.1088/1361-6420/ab34b5.
    [16] L. Ding and W. Han, A projected gradient method for $\alpha\ell_{1}-\beta\ell_{2}$ sparsity regularization, Inverse Problems, 36 (2020), 125012, 30 pp. doi: 10.1088/1361-6420/abc857.
    [17] L. Ding and W. Han, $\alpha\ell_{1}-\beta\ell_{2}$ sparsity regularization for nonlinear ill-posed problems, preprint, 2020, arXiv: 2007.11377v1.
    [18] H. W. Engl, M. Hanke and A. Neubauer, Regularization of Inverse Problems, Mathematics and its Applications vol 375: Dordrecht: Kluwer, 1996.
    [19] E. Esser, Y. Lou and J. Xin, A method for finding structured sparse solutions to non-negative least squares problems with applications, SIAM J. Imaging Sci., 6 (2013), 2010-2046.  doi: 10.1137/13090540X.
    [20] M. Fornasier, eds, Theoretical Foundations and Numerical Methods for Sparse Recovery, De Gruyter, 2010. doi: 10.1515/9783110226157.93.
    [21] M. Fornasier and H. Rauhut, Iterative thresholding algorithms, Applied and Computational Harmonic Analysis, 25 (2008), 187-208.  doi: 10.1016/j.acha.2007.10.005.
    [22] A. Frommer and P. Maass, Fast CG-based methods for Tikhonov-Phillips regularization, SIAM J. Sci. Comp., 20 (1999), 1831-1850.  doi: 10.1137/S1064827596313310.
    [23] M. Grasmair, Well-posedness and convergence rates for sparse regularization with sublinear $\ell^q$ penalty term, Inverse Problems and Imaging, 3 (2009), 383-387.  doi: 10.3934/ipi.2009.3.383.
    [24] M. Grasmair, M. Haltmeier and O. Scherzer, Sparse regularization with $\ell^q$ penalty term, Inverse Problems, 24 (2008), 055020, 13 pp. doi: 10.1088/0266-5611/24/5/055020.
    [25] M. Hanke, A. Neubauer and O. Scherzer, A convergence analysis of the Landweber iteration for nonlinear ill-posed problems, Numer. Math., 72 (1995), 21-37.  doi: 10.1007/s002110050158.
    [26] P. C. Hansen, Regularization Tools version 4.0 for Matlab 7.3, Numerical Algorithms, 46 (2007), 189-194.  doi: 10.1007/s11075-007-9136-9.
    [27] X.-L. Huang, L. Shi and M. Yan, Nonconvex sorted $\ell_1$ minimization for sparse approximation, J. Oper. Res. Soc. China, 3 (2015), 207-229.  doi: 10.1007/s40305-014-0069-4.
    [28] B. Jin, D. A. Lorenz and S. Schiffer, Elastic-net regularization: Error estimates and active set methods, Inverse Problems, 25 (2009), 115022, 26 pp. doi: 10.1088/0266-5611/25/11/115022.
    [29] B. Jin and P. Maass, Sparsity regularization for parameter identification problems, Inverse Problems, 28 (2012), 123001, 70 pp. doi: 10.1088/0266-5611/28/12/123001.
    [30] B. Jin, P. Maass and O. Scherzer, Sparsity regularization in inverse problems, Inverse Problems, 33 (2017), 060301, 4 pp. doi: 10.1088/1361-6420/33/6/060301.
    [31] B. Jin, Y. Zhao and J. Zou, Iterative parameter choice by discrepancy principle, IMA J. Numer. Anal., 32 (2012), 1714-1732.  doi: 10.1093/imanum/drr051.
    [32] B. Kaltenbacher, A. Neubauer and O. Scherzer, Iterative Regularization Methods for Nonlinear Ill-posed Problems, De Gruyter, 2012.
    [33] D. Lazzaro, E. L. Piccolomini and F. Zama, A nonconvex penalization algorithm with automatic choice of the regularization parameter in sparse imaging, Inverse Problems, 35 (2019), 084002, 17 pp. doi: 10.1088/1361-6420/ab1c6b.
    [34] P. Li, W. Chen, H. Ge and M. K. Ng, $\ell_1$-$\alpha\ell_2$ minimization methods for signal and image reconstruction with impulsive noise removal, Inverse Problems, 36 (2020), 055009, 30 pp. doi: 10.1088/1361-6420/ab750c.
    [35] Y. Lou and M. Yan, Fast L1-L2 minimization via a proximal operator, J. Sci. Comput., 74 (2018), 767-785.  doi: 10.1007/s10915-017-0463-2.
    [36] A. K. Louis, Inverse und Schlecht Gestellte Probleme, Teubner: Stuttgart. 1989. doi: 10.1007/978-3-322-84808-6.
    [37] P. Maass, S. V. Pereverzev, R. Ramlau and S. G. Solodky, An adaptive discretization scheme for Tikhonov-regularization with a posteriori parameter selection, Numerische Mathematik, 87 (2001), 485-502.  doi: 10.1007/PL00005421.
    [38] L. B. Montefusco, D. Lazzaro and S. Papi, A fast algorithm for nonconvex approaches to sparse recovery problems, Signal Proc., 93 (2013), 2636-2647. 
    [39] V. A. Morozov, On the solution of functional equations by the method of regularization, Soviet Math. Dokl., 7 (1966), 414-417. 
    [40] R. Ramlau, Morozov's discrepancy principle for Tikhonov regularization of nonlinear operators, Numer. Funct. Anal. Optim., 23 (2002), 147-172.  doi: 10.1081/NFA-120003676.
    [41] O. Scherzer, M. Grasmair, H. Grossauer, M. Haltmeier and F. Lenzen, Variational Methods in Imaging, Applied Mathematical Sciences, Vol.167, Newyork: Springer, 2009.
    [42] T. Scherzer, B. Kaltenbacher, B. Hofmann and K. Kazimierski, Regularization Methods in Banach Spaces, De Gruyter, 2012. doi: 10.1515/9783110255720.
    [43] A. N. Tikhonov and V. Y. Arsenin, Solutions of Ill-Posed Problems, Winston Wiley: New York, 1977.
    [44] A. N. Tikhonov, A. S. Leonov and A. G. Yagola, Nonlinear Ill-Posed Problems, London: Chapman & Hall, 1998. doi: 10.1007/978-94-017-5167-4.
    [45] W. Wang, S. Lu, B. Hofmann and J. Cheng, Tikhonov regularization with $\ell_0$-term complementing a convex penalty: $\ell_1$-convergence under sparsity constraints, J. Inverse Ill-Posed Probl., 27 (2019), 575-590.  doi: 10.1515/jiip-2019-0008.
    [46] W. Wang, S. Lu, H. Mao and J. Cheng, Multi-parameter Tikhonov regularization with the $\ell_0$ sparsity constrain, Inverse Problems, 29 (2013), 065018, 18 pp. doi: 10.1088/0266-5611/29/6/065018.
    [47] L. Yan, Y. Shin and D. Xiu, Sparse approximation using $\ell_1$-$\ell_2$ minimization and its application to stochastic collocation, SIAM J. Sci. Comput., 39 (2017), A214–A239. doi: 10.1137/15M103947X.
    [48] S. Yang, M. Wang, P. Li, L. Jin, B. Wu and L. Jiao, Compressive hyperspectral imaging via sparse tensor and nonlinear compressed sensing, IEEE Transactions on Geoscience and Remote Sensing, 53 (2015), 5943-5957. 
    [49] P. Yin, Y. Lou, Q. He and J. Xin, Minimization of $\ell_{1-2}$ for compressed sensing, SIAM J. Sci. Comput., 37 (2015), A536–A563. doi: 10.1137/140952363.
  • 加载中

Figures(10)

SHARE

Article Metrics

HTML views(7110) PDF downloads(330) Cited by(0)

Access History

Other Articles By Authors

Catalog

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return