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Published in: Journal of Scientific Computing 2/2018

16-09-2017

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

Authors: You-Wei Wen, Wai-Ki Ching, Michael Ng

Published in: Journal of Scientific Computing | Issue 2/2018

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Abstract

In this paper we study inverse problems where observations are corrupted by uniform noise. By using maximum a posteriori approach, an \(L_\infty \)-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 \(L_\infty \)-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 \(L_\infty \)-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.

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Footnotes
1
The relative difference is defined by \(\mathrm {RD} = \frac{\left\| \mathbf{u}^{(k+1)}-\mathbf{u}^{(k)}\right\| _2^2}{\left\| \mathbf{u}^{(k+1)}\right\| _2^2}.\)
 
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Metadata
Title
A Semi-smooth Newton Method for Inverse Problem with Uniform Noise
Authors
You-Wei Wen
Wai-Ki Ching
Michael Ng
Publication date
16-09-2017
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 2/2018
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-017-0557-x

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