Variational Properties of Value Functions

نویسندگان

  • Aleksandr Y. Aravkin
  • James V. Burke
  • Michael P. Friedlander
چکیده

Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring question in regularization approaches is the selection of regularization parameters, and its effect on the solution and on the optimal value of the optimization problem. The sensitivity of the value function to the regularization parameter can be linked directly to the Lagrange multipliers. In this paper, we fully characterize the variational properties of the value functions for a broad class of convex formulations, which are not all covered by standard Lagrange multiplier theory. We also present an inverse function theorem that links the value functions of different regularization formulations (not necessarily convex). These results have implications for the selection of regularization parameters, and the development of specialized algorithms. We give numerical examples that illustrate the theoretical results.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Vector Optimization Problems and Generalized Vector Variational-Like Inequalities

In this paper, some properties of  pseudoinvex functions, defined by means of  limiting subdifferential, are discussed. Furthermore, the Minty vector variational-like inequality,  the Stampacchia vector variational-like inequality, and the  weak formulations of these two inequalities  defined by means of limiting subdifferential are studied. Moreover, some relationships  between the vector vari...

متن کامل

Numerical Solution of The Parabolic Equations by Variational Iteration Method and Radial Basis Functions

‎In this work‎, ‎we consider the parabolic equation‎: ‎$u_t-u_{xx}=0$‎. ‎The purpose of this paper is to introduce the method of‎ ‎variational iteration method and radial basis functions for‎ ‎solving this equation‎. ‎Also, the method is implemented to three‎ ‎numerical examples‎. ‎The results reveal‎ ‎that the technique is very effective and simple.

متن کامل

Frequency Analysis of Embedded Orthotropic Circular and Elliptical Micro/Nano-Plates Using Nonlocal Variational Principle

In this paper, a continuum model based on the nonlocal elasticity theory is developed for vibration analysis of embedded orthotropic circular and elliptical micro/nano-plates. The nano-plate is bounded by a Pasternak foundation. Governing vibration equation of the nonlocal nano-plate is derived using Nonlocal Classical Plate Theory (NCPT). The weighted residual statement and the Galerkin method...

متن کامل

RBF-Chebychev direct method for solving variational problems

This paper establishes a direct method for solving variational problems via a set of Radial basis functions (RBFs) with Gauss-Chebyshev collocation centers. The method consist of reducing a variational problem into a mathematical programming problem. The authors use some optimization techniques to solve the reduced problem. Accuracy and stability of the multiquadric, Gaussian and inverse multiq...

متن کامل

A Survey of Direct Methods for Solving Variational Problems

This study presents a comparative survey of direct methods for solving Variational Problems. Thisproblems can be used to solve various differential equations in physics and chemistry like RateEquation for a chemical reaction. There are procedures that any type of a differential equation isconvertible to a variational problem. Therefore finding the solution of a differential equation isequivalen...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 23  شماره 

صفحات  -

تاریخ انتشار 2013