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Alternating direction algorithms for constrained sparse regression: Application to hyperspectral unmixing

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Bioucas-Dias, Jose M., Figueiredo, Mario A. T.·2010·2010 2nd Workshop on Hyperspectral Image and Signal Processing: Evolution in Remote Sensing

Abstract

Convex optimization problems are common in hyperspectral unmixing. Examples are the constrained least squares (CLS) problem used to compute the fractional abundances in a linear mixture of known spectra, the constrained basis pursuit (CBP) to find sparse (i.e., with a small number of terms) linear mixtures of spectra, selected from large libraries, and the constrained basis pursuit denoising (CBPDN), which is a generalization of BP to admit modeling errors. In this paper, we introduce two new algorithms to efficiently solve these optimization problems, based on the alternating direction method of multipliers, a method from the augmented Lagrangian family. The algorithms are termed SUnSAL (sparse unmixing by variable splitting and augmented Lagrangian) and C-SUnSAL (constrained SUnSAL). C-SUnSAL solves the CBP and CBPDN problems, while SUnSAL solves CLS as well as a more general version thereof, called constrained sparse regression (CSR). C-SUnSAL and SUnSAL are shown to outperform off-the-shelf methods in terms of speed and accuracy.

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Metadata

Authors
Bioucas-Dias, J. M., & Figueiredo, M. A. T.
Venue
2010 2nd Workshop on Hyperspectral Image and Signal Processing: Evolution in Remote Sensing
Publisher
IEEE
Published
2010-06
Pages
1-4
OpenAlex
W2084252873
Cited by
658
References
21
FWCI
32.26
Type
conference paper
Language
en
Open access
green

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Bioucas-Dias, J. M., & Figueiredo, M. A. T. (2010). Alternating direction algorithms for constrained sparse regression: Application to hyperspectral unmixing. 2010 2nd Workshop on Hyperspectral Image and Signal Processing: Evolution in Remote Sensing. https://doi.org/10.1109/whispers.2010.5594963

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