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This finite-image convex optimization model combines robust L1 norm fidelity with discrete isotropic total variation and pixel-range constraints. An exact second-order cone program uses two orthant fidelity slacks per pixel, two box slacks per pixel and a three-dimensional Lorentz cone for each gradient magnitude. The product canonical barrier has parameter $6n$ for $n$ pixels.

For a discrete image signal operator $A$, minimize $\alpha \Vert Au{\Vert }_2+\frac{1}{2}\Vert u-g{\Vert }_2^2$ with one Euclidean norm on the full gradient array. This differs from discrete isotropic total variation, which sums pixelwise Euclidean lengths. The global norm's dual ball is a single ball; its convex projection normalizes the whole vector array.

Put $d_i(u)=((G^{(1)}u{)}_i,(G^{(2)}u{)}_i)$. The image penalty is discrete isotropic total variation ${\sum }_i\Vert d_i(u){\Vert }_2$; the fidelity term is the L1 norm $\Vert u-f{\Vert }_1$. Introduce scalars $v_i,t_i$ and minimize the linear objectivesubject to the following affine residuals being cone-feasible:where ${\mathcal{L}}_3=\{(t,a,b):t\ge \sqrt{a^2+b^2}\}$ is the Lorentz cone. Every component displayed is affine in $(u,v,t)$, so stacking them gives exactly the requested $Ax-b\in K$ form, withThe first two inequalities imply $v_i\ge |u_i-f_i|$, so separate nonnegativity constraints for $v_i$ are unnecessary. The cone constraints imply $t_i\ge \Vert d_i(u){\Vert }_2$. Every lifted feasible objective bounds the original objective from above; choosing $v_i=|u_i-f_i|$ and $t_i=\Vert d_i(u){\Vert }_2$ gives equality. Since both objective weights are positive, an optimum uses these tight values. Thus the lift is an exact second-order cone program for box-constrained TV-L1 denoising.

The product cone is proper, closed, convex and self-dual. The stacked $A$ has full column rank: the box rows recover $u$, the fidelity rows then recover $v$, and the first coordinates of the Lorentz blocks recover $t$. Strict feasibility is also explicit: choose $u_i=1/2$, then take $v_i>|u_i-f_i|$ and $t_i>\Vert d_i(u){\Vert }_2$.

For generic cone slack $(r,q)$, a canonical barrier ison $r_j>0$ and $q_{i0}>\sqrt{q_{i1}^2+q_{i2}^2}$. The positive sheet condition matters: positivity of the quadratic expression alone would also include the wrong Lorentz nappe.

Composing the barrier with the affine residual map givesIts domain includes the strict inequalities above. Each orthant coordinate contributes one to the self-concordant barrier parameter and each Lorentz block contributes two. Therefore the product-cone logarithmically homogeneous barrier hasThe affine composition $\Phi$ is the barrier used in the primal variables; it need not itself be logarithmically homogeneous in $(u,v,t)$ because the image data and box offsets are affine constants.

Interpret the printed Euclidean norm literally on the full vector array $X^2$. It is a single global norm, not the sum of pixelwise gradient lengths in discrete isotropic total variation. Set $A=\nabla$ and let $A^{\ast }$ be its exact adjoint operator for the chosen difference and boundary conventions. The closed dual ball and its image signal areThe set $C$ is nonempty, convex and compact, hence closed, because it is a linear image signal of a compact ball in finite dimensions. Euclidean norm duality givesthe support function of $C$.

The metric projection onto a closed convex set $w=P_{C}g$ uniquely minimizes $\Vert g-w{\Vert }^2$ over $C$. Its variational characterization of convex projection saysPut $u_{\ast }=g-w$. This inequality says precisely that ${\sigma }_C(u_{\ast })=⟨u_{\ast },w⟩$. For any $v\in X$, the primal energy satisfiesCompleting the square shows that the right side is uniquely minimized by $v=g-w$. At that point the inequality is equality, soThis also follows from the proximal operator of a support function and Moreau decomposition: the convex conjugate of ${\sigma }_C$ is the indicator functional of a constraint set for $C$. The squared fidelity is strictly convex and coercive, so the primal minimizer exists and is unique.

The convex projection in this formula is the removed component $g-u_{\ast }$, not generally $u_{\ast }$ itself. A metric convex projection onto one fixed closed convex set is idempotent. On a right singular vector direction with positive singular value of any nonzero $A$, this denoising map reduces to soft thresholding with a positive threshold, and applying it twice shrinks again. It therefore cannot be such a convex projection for all data. This qualifies the printed convex projection wording while giving the required global gradient-norm projection residual.

Compute $P_{C}g$ by solving the convex dual least-squares problemIts gradient is $\nabla f(p)=A(A^{\ast }p-g)$ and has Lipschitz constant $L=\Vert A{\Vert }^2$. Projected gradient descent givesFor fixed $0<\tau <2/L$, the finite-dimensional projected-gradient convergence theorem ensures that $p^n$ converges to a dual minimizer. Reconstruct $u^n=g-A^{\ast }{p}^n$; its limit is the unique primal solution even if dual minimizers are nonunique. If $A=0$, the primal solution is simply $g$ and no iteration is needed. For unit-grid forward differences with periodic or zero-difference boundaries, $\Vert A{\Vert }^2\le 8$, so $0<\tau <1/4$ is sufficient. Grid-spacing factors or other boundary stencils change this bound.

The normalization here is global. If a pixelwise sum of gradient lengths had instead been intended, the dual feasible set would be a product of pixelwise balls and convex projection would normalize each block separately; it is a different regularizer and should not be silently substituted.

For the discrete Hessian-norm denoising variant, write $H={\nabla }^2:X\to X^4$ and useThis is again a compact convex image signal of a Euclidean ball, now under the second-difference adjoint. In suitable conventions $H^{\ast }$ is a discrete double divergence, but its exact boundary adjoint is what defines the set. It lies in $(\ker H{)}^{\perp }$, so components in $\ker H$ are preserved by denoising. Interior second derivatives annihilate affine image signals; whether all such image signals remain in the kernel depends on the boundary convention. With a pixelwise Hessian norm, the corresponding balls would instead be four-component blocks.

For a differentiable convex function $F$ with $L$-Lipschitz gradient and a proper lower-semicontinuous convex function $H$, the proximal gradient method isThe proximal operator is ${\mathrm{prox}}_{\tau H}(v)=\arg {\min }_z\{H(z)+\Vert z-v{\Vert }^2/(2\tau )\}$. To obtain an explicit iteration for discrete isotropic total variation, let $D=\nabla$ with the printed zero boundary differences andThe dual is minimization of $F(p)=\frac{1}{2}\Vert g-D^{\ast }p{\Vert }_2^2$ over $\mathcal{P}$, and the primal minimizer is $u_{\ast }=g-D^{\ast }{p}_{\ast }$. Here $D^{\ast }=-\mathrm{div}$ must be the exact adjoint operator of these differences. For example,with the analogous formula in $j$ for $(D_y^{+}{)}^{\ast }$; for $N=1$ both operators are zero. Equivalently use $p_{0j}^1=p_{Nj}^1=p_{i0}^2=p_{iN}^2=0$ in the backward-difference expression, ignoring unused edge components.

The gradient of the dual objective is $D(D^{\ast }p-g)$, with Lipschitz constant $\Vert D{\Vert }^2\le 8$. Taking $H$ to be the indicator functional of a constraint set makes its proximal operator the Euclidean projection onto a convex set. Thus a valid explicit algorithm isThe bound follows by summing $(a-b{)}^2\le 2a^2+2b^2$ over grid differences. Finite-dimensional proximal gradient method convergence gives a dual minimizer and convergence of the recovered $u^k$ to the unique primal minimizer. Projection is pointwise in the dual; applying pointwise soft thresholding directly to $Du$ would not compute the primal TV proximal operator.