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arXiv 1204.0771math.NAcs.NAmath.OC

线性不适定问题的增广拉格朗日方法与变分不等式正则化

Regularization of Linear Ill-posed Problems by the Augmented Lagrangian Method and Variational Inequalities

University of Vienna(维也纳大学);Computational Science Center(计算科学中心)

Klaus Frick, Markus Grasmair

AI总结:

研究增广拉格朗日方法求解线性不适定问题,通过变分不等式方法将收敛率从标准源条件扩展到低阶,并适用于不同距离度量,特别在稀疏促进正则化中导出范数下的收敛率。

摘要:

我们研究了增广拉格朗日方法在线性不适定问题求解中的应用。先前,在经典标准源条件下,已推导出关于Bregman距离的线性收敛率。本文利用变分不等式方法,将这些结果扩展到低阶收敛率,包括先验参数选择和后验Morozov偏差原则的情况。此外,我们的方法允许推导出不同于Bregman距离的距离度量下的收敛率。作为一个特定应用,我们考虑了稀疏促进正则化,在限制单射性与Hölder型广义源条件相结合的假设下,导出了一系列关于范数的收敛率。

英文摘要:

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a standard source condition. Using the method of variational inequalities, we extend these results in this paper to convergence rates of lower order, both for the case of an a priori parameter choice and an a posteriori choice based on Morozov's discrepancy principle. In addition, our approach allows the derivation of convergence rates with respect to distance measures different from the Bregman distance. As a particular application, we consider sparsity promoting regularization, where we derive a range of convergence rates with respect to the norm under the assumption of restricted injectivity in conjunction with generalized source conditions of Hölder type.

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