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We develop a simple algorithm for finding the minimizer of the function E(x) = P n i=1 w i |xa i | + F (x), when the w i are nonnegative and F is strictly convex. If F is also differentiable and F is bijective, we obtain an explicit formula in terms of a median. This enables us to obtain approximate solutions to certain important variational problems arising in image denoising. We also present a generalization with E(x) = J(x) + F (x) for J(x) a convex piecewise differentiable function with a finite number of nondifferentiable points.
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Li et al. (2009) studied this question.
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