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sparse image representation via combined transforms - Convex ...

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4.4. LAGRANGE MULTIPLIERS 87<br />

ρ( x )<br />

a <strong>Convex</strong> Measure of Sparsity<br />

1_<br />

−<br />

λ<br />

^<br />

ρ( c)<br />

Feasible Area<br />

Distortion<br />

||y||<br />

2<br />

||y-<br />

Σ<br />

c<br />

i=1,...,N<br />

i φ i ||<br />

2<br />

Figure 4.1: Quasi-sparsity and distortion curve.<br />

¯ρ is a convex 1-D function. Note this is the idea of quadratic penalty-function method in<br />

solving the following optimization problem with exact constraints:<br />

minimize<br />

x<br />

ρ(x), subject to y =Φx. (4.3)<br />

To better explain the connections we raise here, we introduce a concept called Quasisparsity<br />

& distortion curve. “Quasi-sparsity” refers to the small values in the quasi-sparsity<br />

measurement ρ(x). Figure 4.1 gives a depiction. The horizontal axis is the distortion<br />

measure ‖y − Φx‖ 2 2 . The vertical axis is a measure of quasi-sparsity, in our case ρ(x).<br />

Allowing some abuse of the terminology “sparsity”, we call this plane a distortion-sparsity<br />

(D-S) plane. If there exists x such that (u, v) =(‖y − Φx‖ 2 2 ,ρ(x)), then we say the point<br />

(u, v) on the D-S plane is feasible. We know ‖y − Φx‖ 2 2 is a quadratic form. When ρ(x) isa<br />

convex function of x, all the feasible points on the D-S plane form a convex set; we call this<br />

convex set a feasible area. For a fixed value of distortion, there is a minimum achievable<br />

value for ρ(x). If all the points like this form a continuous curve, we call it a Quasi-Sparsity

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