Computerised / L∞ fitting for inverse problems with uniform noise

Abstract

For inverse problems where the data are corrupted by uniform noise such as arising from quantization errors, the L∞ norm is a more robust data-fitting term than the standard L2 norm. Well-posedness and regularization properties for linear inverse problems with L∞ data fitting are shown, and the automatic choice of the regularization parameter is discussed. After introducing an equivalent reformulation of the problem and a Moreau–Yosida approximation, a superlinearly convergent semi-smooth Newton method becomes applicable for the numerical solution of L∞ fitting problems. Numerical examples illustrate the performance of the proposed approach as well as the qualitative behavior of L∞ fitting