A Semi-smooth Newton Method for Inverse Problem with Uniform Noise

You Wei Wen*, Wai Ki Ching, Kwok Po NG

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

In this paper we study inverse problems where observations are corrupted by uniform noise. By using maximum a posteriori approach, an L-norm constrained minimization problem can be formulated for uniform noise removal. The main difficulty of solving such minimization problem is how to deal with non-differentiability of the L-norm constraint and how to estimate the level of uniform noise. The main contribution of this paper is to develop an efficient semi-smooth Newton method for solving this minimization problem. Here the L-norm constraint can be handled by active set constraints arising from the optimality conditions. In the proposed method, linear systems based on active set constraints are required to solve in each Newton step. We also employ the method of moments (MoM) to estimate the level of uniform noise for the minimization problem. The combination of the proposed method and MoM is quite effective for solving inverse problems with uniform noise. Numerical examples are given to demonstrate that our proposed method outperforms the other testing methods.

Original languageEnglish
Pages (from-to)713-732
Number of pages20
JournalJournal of Scientific Computing
Volume75
Issue number2
DOIs
Publication statusPublished - 1 May 2018

Scopus Subject Areas

  • Software
  • Theoretical Computer Science
  • Numerical Analysis
  • Engineering(all)
  • Computational Theory and Mathematics
  • Computational Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Inverse problem
  • L-norm constraint
  • Linear systems
  • Semi-smooth Newton method
  • Uniform noise

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