An active-set algorithm for spectral unmixing

Linear spectral unmixing under nonnegativity and sum-to-one constraints is a convex optimization problem for which many algorithms were proposed. In practice, especially for supervised unmixing (i.e., with a large dictionary), solutions tend to be sparse due to the nonnegativity of the abundances, thereby motivating the use of an active-set solver. Given the problem specific features, it seems advantageous to design a dedicated algorithm in order to gain computational performance compared to generic solvers. In this paper, we propose to derive such a specific algorithm, while extending the nonnegativity constraints to broader minimum abundance constraints.

SLS : a new greedy algorithm with an $\ell_1$-norm selection rule

In this paper, we propose a new greedy algorithm for sparse approximation, called SLS for Single L_1 Selection. SLS essentially consists of a greedy forward strategy, where the selection rule of a new component at each iteration is based on solving a least-squares optimization problem, penalized by the L_1 norm of the remaining variables. Then, the component with maximum amplitude is selected. Simulation results on difficult sparse deconvolution problems involving a highly correlated dictionary reveal the efficiency of the method, which outperforms popular greedy algorithms and Basis Pursuit Denoising when the solution is sparse.