Algorithmic versatility of SPF-regularization methods

Abstract

Sparsity promoting functions (SPFs) are commonly used in optimization problems to find solutions which are sparse in some basis. For example, the [Formula: see text]-regularized wavelet model and the Rudin–Osher–Fatemi total variation (ROF-TV) model are some of the most well-known models for signal and image denoising, respectively. However, recent work demonstrates that convexity is not always desirable in SPFs. In this paper, we replace convex SPFs with their induced nonconvex SPFs and develop algorithms for the resulting model by exploring the intrinsic structures of the nonconvex SPFs. These functions are defined as the difference of the convex SPF and its Moreau envelope. We also present simulations illustrating the performance of a special SPF and the developed algorithms in image denoising.