Convex and Differentiable Formulation for Inverse Problems in Hilbert Spaces with Nonlinear Clipping Effects

Abstract

Wepropose a useful formulation for ill-posed inverse problems in Hilbert spaces with nonlinear clipping effects. Ill-posed inverse problems are often formulated as optimization problems, and nonlinear clipping effects may cause nonconvexity or nondifferentiability of the objective functions in the case of commonly used regularized least squares. To overcome these difficulties, we present a tractable formulation in which the objective function is convex and differentiable with respect to optimization variables, on the basis of the Bregman divergence associated with the primitive function of the clipping function. By using this formulation in combination with the representer theorem, we need only to deal with a finite-dimensional, convex, and differentiable optimization problem, which can be solved by well-established algorithms. We also show two practical examples of inverse problems where our theory can be applied, estimation of band-limited signals and time-harmonic acoustic fields, and evaluate the validity of our theory by numerical simulations. key words: inverse problem, Hilbert space, representer theorem, Bregman divergence, convex optimization