线性不适定问题Landweber迭代的Nesterov加速

IF 0.9 4区 数学 Q2 MATHEMATICS
A. Neubauer
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引用次数: 36

摘要

摘要本文讨论了Nesterov加速,并证明了它在求解线性不适定问题时加速了Landweber迭代。证明了当精确解x†∈∑∑((T *∑T) μ) {x^{\dagger}\in{\cal R} ((T^{*}T)^ {\mu})时,}当μ≤12 {\mu\leq\frac{1}{2}}且迭代按照先验停止规则终止时,得到最优收敛速率。如果μ > 1 2 {\mu > \frac{1}{2}}或根据差异原则终止迭代,则只能保证次优收敛速率。然而,当问题的维数较大时,Nesterov加速的迭代次数总是小得多。数值结果验证了理论结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On Nesterov acceleration for Landweber iteration of linear ill-posed problems
Abstract In this paper we deal with Nesterov acceleration and show that it speeds up Landweber iteration when applied to linear ill-posed problems. It is proven that, if the exact solution x † ∈ ℛ ⁢ ( ( T * ⁢ T ) μ ) {x^{\dagger}\in{\cal R}((T^{*}T)^{\mu})} , then optimal convergence rates are obtained if μ ≤ 1 2 {\mu\leq\frac{1}{2}} and if the iteration is terminated according to an a priori stopping rule. If μ > 1 2 {\mu>\frac{1}{2}} or if the iteration is terminated according to the discrepancy principle, only suboptimal convergence rates can be guaranteed. Nevertheless, the number of iterations for Nesterov acceleration is always much smaller if the dimension of the problem is large. Numerical results verify the theoretical ones.
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来源期刊
Journal of Inverse and Ill-Posed Problems
Journal of Inverse and Ill-Posed Problems MATHEMATICS, APPLIED-MATHEMATICS
CiteScore
2.60
自引率
9.10%
发文量
48
审稿时长
>12 weeks
期刊介绍: This journal aims to present original articles on the theory, numerics and applications of inverse and ill-posed problems. These inverse and ill-posed problems arise in mathematical physics and mathematical analysis, geophysics, acoustics, electrodynamics, tomography, medicine, ecology, financial mathematics etc. Articles on the construction and justification of new numerical algorithms of inverse problem solutions are also published. Issues of the Journal of Inverse and Ill-Posed Problems contain high quality papers which have an innovative approach and topical interest. The following topics are covered: Inverse problems existence and uniqueness theorems stability estimates optimization and identification problems numerical methods Ill-posed problems regularization theory operator equations integral geometry Applications inverse problems in geophysics, electrodynamics and acoustics inverse problems in ecology inverse and ill-posed problems in medicine mathematical problems of tomography
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