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sparse image representation via combined transforms - Convex ...

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100 CHAPTER 4. COMBINED IMAGE REPRESENTATION<br />

Further supposing that (Φ T Φ) kk > 0,k =1, 2,...,wehave<br />

x k γe −γ|xk γ| + dxk γ<br />

dγ γe−γ|xk γ|<br />

( )<br />

N∑<br />

= 2(Φ T Φ) kj − dxj γ<br />

dγ<br />

j=1<br />

( )<br />

≥ 2(Φ T Φ) kk · − dxk γ<br />

− ∑ ( )<br />

∣<br />

∣2(Φ T ∣<br />

Φ) kj · − dxk γ<br />

dγ<br />

dγ<br />

j≠k<br />

( )<br />

ɛ<br />

≥<br />

1+ɛ 2(ΦT Φ) kk · − dxk γ<br />

.<br />

dγ<br />

Hence<br />

dx(γ)<br />

∥ dγ ∥ = − dxk γ<br />

∞<br />

dγ<br />

≤<br />

≤<br />

≤<br />

x k γe −γ|xk γ |<br />

ɛ<br />

1+ɛ 2(ΦT Φ) kk + γe −γ|xk γ|<br />

1<br />

2 √ x k γ<br />

2√<br />

ɛ<br />

√ √ e −γ|xk γ|/2<br />

1+ɛ (Φ T Φ) kk γ<br />

1<br />

2 √ 2<br />

2√<br />

ɛ<br />

√<br />

1+ɛ (Φ T Φ) kk<br />

γ 3/2 e−1 .<br />

The integration of the last term in the right-hand side of the above inequality is finite, so<br />

the integration of dx(γ)/dγ is upper bounded by a finite quantity. Hence x(γ) converges.<br />

When dx k γ/dγ is positive, the discussion is similar. This confirms convergence.<br />

Now we prove the limiting vector lim γ→+∞ x(γ) isx ′ . Let x(∞) = lim γ→+∞ x(γ). Let<br />

f(x, γ) denote the objective function in (4.9). If x ′ ≠ x(∞) and by Assumption 1 the<br />

solution to problem (4.9) is unique, we have<br />

there exists a fixed ε>0, f(x ′ , ∞)+ε

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