Efficient determination of multiple regularization parameters in a generalized L-curve framework

The selection of multiple regularization parameters is considered in a generalized L-curve framework. Multiple-dimensional extensions of the L-curve for selecting multiple regularization parameters are introduced, and a minimum distance function (MDF) is developed for approximating the regularization parameters corresponding to the generalized corner of the L-hypersurface. For the single-parameter (i.e. L-curve) case, it is shown through a model that the regularization parameters minimizing the MDF essentially maximize the curvature of the L-curve. Furthermore, for both the single- and multiple-parameter cases the MDF approach leads to a simple fixed-point iterative algorithm for computing regularization parameters. Examples indicate that the algorithm converges rapidly thereby making the problem of computing parameters according to the generalized corner of the L-hypersurface computationally tractable.