Continuation method for total variation denoising problems

Abstract
The denoising problem can be solved by posing it as a constrained minimization problem. The objective function is the TV norm of the denoised image whereas the constraint is the requirement that the denoised image does not deviate too much from the observed image. The Euler-Lagrangian equation corresponding to the minimization problem is a nonlinear equation. The Newton method for such equation is known to have a very small domain of convergence. In this paper, we propose to couple the Newton method with the continuation method. Using the Newton-Kantorovich theorem, we give a bound on the domain of convergence. Numerical results are given to illustrate the convergence.
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