A normalized scaled gradient method to solve non-negativity and equality constrained linear inverse problem – Application to spectral mixture analysis

This paper addresses the problem of minimizing a convex cost function under non-negativity and equality constraints, with the aim of solving the linear unmixing problem encountered in hyperspectral imagery. This problem can be formulated as a linear regression problem whose regression coefficients (abundances) satisfy sumto-one and positivity constraints. A normalized scaled gradient iterative method (NSGM) is proposed for estimating the abundances of the linear mixing model. The positivity constraint is ensured by the Karush Kuhn Tucker conditions whereas the sum-to-one constraint is fulfilled by introducing normalized variables in the algorithm. The convergence is ensured by a one-dimensional search of the step size. Note that NSGM can be applied to any convex cost function with non negativity and flux constraints. In order to compare the NSGM with the well-known fully constraint least squares (FCLS) algorithm, this latter is reformulated in term of a penalized function, which reveals its suboptimality. Simulations on synthetic data illustrate the performances of the proposed algorithm in comparison with other unmixing algorithms and, more particulary, demonstrate its efficiency when compared to the popular FCLS. Finally, results on real data are given.