Convergence and Application of a Modified Iteratively Regularized Gauss-Newton Algorithm
نویسندگان
چکیده
We establish theoretical convergence results for an Iteratively Regularized Gauss Newton (IRGN) algorithm with a specific Tikhonov regularization. This Tikhnov regularization, which uses a seminorm generated by a linear operator, is motivated by mapping of the minimization variables to physical space which exposes the different scales of the parameters and therefore also suggests appropriate weighting of the regularization terms with respect to the parameter spaces. The basic convergence result uses an a posteriori stopping rule and a modified source condition, without any restriction on the nonlinearity of the operator. We illustrate our theoretical results using simulations for a one dimensional version of the exponentially ill-posed optical tomography inverse problem for which the parameter space depends on diffusion coefficient D and absorption coefficient μ which are on very different scales. We conclude that the new method contributes greater flexibility for implementations of IRGN solutions of ill-posed inverse problems in which differing scales in physical space hinder standard IRGN inversions.
منابع مشابه
A Family of Preconditioned Iteratively Regularized Methods For Nonlinear Minimization
The preconditioned iteratively regularized Gauss-Newton algorithm for the minimization of general nonlinear functionals was introduced by Smirnova, Renaut and Khan (2007). In this paper, we establish theoretical convergence results for an extended stabilized family of Generalized Preconditioned Iterative methods which includes M−times iterated Tikhonov regularization with line search. Numerical...
متن کاملA convergence analysis of the iteratively regularized Gauss--Newton method under the Lipschitz condition
In this paper we consider the iteratively regularized Gauss–Newton method for solving nonlinear ill-posed inverse problems. Under merely the Lipschitz condition, we prove that this method together with an a posteriori stopping rule defines an order optimal regularization method if the solution is regular in some suitable sense.
متن کاملA convergence analysis of the iteratively regularized Gauss-Newton method under Lipschitz condition
In this paper we consider the iteratively regularized Gauss-Newton method for solving nonlinear ill-posed inverse problems. Under merely Lipschitz condition, we prove that this method together with an a posteriori stopping rule defines an order optimal regularization method if the solution is regular in some suitable sense.
متن کاملFurther convergence results on the general iteratively regularized Gauss-Newton methods under the discrepancy principle
We consider the general iteratively regularized Gauss-Newton methods xk+1 = x0 − gαk (F (xk)F (xk))F (xk) ( F (xk)− y − F (xk)(xk − x0) ) for solving nonlinear inverse problems F (x) = y using the only available noise yδ of y satisfying ‖yδ − y‖ ≤ δ with a given small noise level δ > 0. In order to produce reasonable approximation to the sought solution, we terminate the iteration by the discre...
متن کاملOn the iteratively regularized Gauss-Newton method for solving nonlinear ill-posed problems
The iteratively regularized Gauss-Newton method is applied to compute the stable solutions to nonlinear ill-posed problems F (x) = y when the data y is given approximately by yδ with ‖yδ − y‖ ≤ δ. In this method, the iterative sequence {xk} is defined successively by xk+1 = x δ k − (αkI +F (xk)F (xk)) ( F (xk) ∗(F (xk)− y) +αk(xk − x0) ) , where x0 := x0 is an initial guess of the exact solutio...
متن کامل