Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 65 3 c Solution Created 2026-10-03 Updated 2026-10-06
Write and , with Euclidean adjoints determined by the chosen discretization and boundary conditions. Take the usual positive total generalized variation weights . Introduce a primal variable throughThe support function of the row-ball product is a sum of row norms. Convex duality gives the equivalent augmented saddle problemThe equality follows by dualizing the row-ball constraint. With positive radii, strictly satisfies both row constraints, supplying the finite-dimensional qualification for this splitting. The original feasible dual set is compact and nonempty, and the quadratic primal term is coercive; saddle points exist. The TGV divergence splitting avoids the difficult projection onto .
Use the Chambolle–Pock algorithm. Choose with ; the sufficient bound is convenient. Initialize and , . For , computeThe dual update is a Euclidean projection onto a convex set onto ; the two primal updates are the quadratic proximal operator and radial soft thresholding. Their signs follow from . All substeps are closed form, and the standard finite-dimensional primal-dual convergence result applies to this saddle problem with the stated step-size condition. The iterates satisfy ; the additional constraint is enforced through the splitting at convergence, not claimed for every intermediate iterate. If a weight is zero, the corresponding row projection or support-function proximal step is interpreted directly rather than by division by zero.
TGV divergence splitting 2026-10-06
For a quadratic data term and divergence maps , the dual constraint can be split through . For a product of Euclidean row balls of radius , its support function is . The resulting saddle coupling is . The Chambolle–Pock algorithm then uses a row-ball projection, a quadratic proximal operator and radial soft thresholding, with no projection onto an intersection involving a divergence operator.