Projection residual for discrete total variation ($u=g-P_{C}g$)

For $C=D^{\ast }\{p:|p_i{|}_2\le \lambda \}$, discrete total variation denoising is the proximal operator of the support function of $C$. The Moreau decomposition gives the displayed projection residual. It is generally not itself a metric projection onto a closed convex set: such a projection is idempotent, but TV denoising shrinks a sufficiently large two-level jump again when reapplied.

Minimize $F(p)=\frac{1}{2}\Vert g-D^{\ast }p{\Vert }_2^2$ over $P=\{p:|p_i{|}_2\le \lambda \}$ usingThe pointwise Euclidean projection onto a convex set sends a block $r$ to $r/\max (1,|r{|}_2/\lambda )$. The gradient of $F$ has Lipschitz constant $\Vert D{\Vert }^2$, so finite-dimensional projected gradient descent converges for $0<\tau <2/\Vert D{\Vert }^2$. On an unscaled square grid with $N>1$, $0<\tau <1/4$ is safe. Reconstruct $u^k=g-D^{\ast }{p}^k$; unused dual directions may make the minimizing $p$ nonunique while the primal minimizer is unique.