A Variable Splitting Augmented Lagrangian Approach to Linear Spectral Unmixing

Details A Variable Splitting Augmented Lagrangian Approach to Linear Spectral Unmixing A Variable Splitting Augmented Lagrangian Approach to Linear Spectral Unmixing

2009-04-29

arxiv.org/abs/0904.4635v1

Mathematics

Optimization and Control

4 pages, 2 figures. Submitted to "First IEEE GRSS Workshop on Hyperspectral Image and Signal Processing, 2009"

Scientific paper

This paper presents a new linear hyperspectral unmixing method of the minimum volume class, termed \emph{simplex identification via split augmented Lagrangian} (SISAL). Following Craig's seminal ideas, hyperspectral linear unmixing amounts to finding the minimum volume simplex containing the hyperspectral vectors. This is a nonconvex optimization problem with convex constraints. In the proposed approach, the positivity constraints, forcing the spectral vectors to belong to the convex hull of the endmember signatures, are replaced by soft constraints. The obtained problem is solved by a sequence of augmented Lagrangian optimizations. The resulting algorithm is very fast and able so solve problems far beyond the reach of the current state-of-the art algorithms. The effectiveness of SISAL is illustrated with simulated data.

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