Constrained-penalized equivalence for total variation denoising
ID: constrained-penalized-equivalence-for-total-variation-denoising
For finite convex total variation and a positive squared-error budget, the Slater condition supplies a multiplier such that every constrained minimizer also minimizes . Conversely, a minimizer of that penalized objective with minimizes total variation under the budget equal to its own squared error. Complementary slackness proves the first implication; a comparison of objective values proves the second. This does not assert uniqueness of the multiplier or equality of all minimizer sets when .
New to topics? Read the docs here!