into one - norm solvers from the Pareto curve

نویسندگان

  • Ewout van den Berg
  • Michael P. Friedlander
  • Felix J. Herrmann
چکیده

Geophysical inverse problems typically involve a tradeoff between data misfit and some prior model. Pareto curves trace the optimal trade-off between these two competing aims. These curves are used commonly in problems with two-norm priors in which they are plotted on a log-log scale and are known as L-curves. For other priors, such as the sparsity-promoting one-norm prior, Pareto curves remain relatively unexplored. We show how these curves lead to new insights into one-norm regularization. First, we confirm theoretical properties of smoothness and convexity of these curves from a stylized and a geophysical example. Second, we exploit these crucial properties to approximate the Pareto curve for a large-scale problem. Third, we show how Pareto curves provide an objective criterion to gauge how different one-norm solvers advance toward the solution.

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تاریخ انتشار 2008