English

Linear inverse problems with nonnegativity constraints: singularity of optimisers

Optimization and Control 2023-04-20 v3

Abstract

We look at continuum solutions in optimisation problems associated to linear inverse problems y=Axy = Ax with non-negativity constraint x0x \geq 0. We focus on the case where the noise model leads to maximum likelihood estimation through general divergences, which covers a wide range of common noise statistics such as Gaussian and Poisson. Considering xx as a Radon measure over the domain on which the reconstruction is taking place, we show a general singularity result. In the high noise regime corresponding to y{Axx0}y \notin \{{Ax}\mid{x \geq 0}\} and under a key assumption on the divergence as well as on the operator AA, any optimiser has a singular part with respect to the Lebesgue measure. We hence provide an explanation as to why any possible algorithm successfully solving the optimisation problem will lead to undesirably spiky-looking images when the image resolution gets finer, a phenomenon well documented in the literature. We illustrate these results with several numerical examples inspired by medical imaging.

Keywords

Cite

@article{arxiv.2006.15845,
  title  = {Linear inverse problems with nonnegativity constraints: singularity of optimisers},
  author = {Camille Pouchol and Olivier Verdier},
  journal= {arXiv preprint arXiv:2006.15845},
  year   = {2023}
}
R2 v1 2026-06-23T16:41:26.661Z