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The article deals with iterative methods for approximately solving the ill-posed operator equation \(F(x) = 0\) with a nonlinear Fréchet differentiable operator \(F\) between Banach spaces \({\mathfrak X}\) and \({\mathfrak Y}\). The general scheme of these methods is the following: the method starts with an initial guess \(x_0 \in {\mathcal D}(F)\); if \(x_n\) is a current iterate, one may apply any regularization scheme to the equation \[ F'(x_n)u = y^\delta - F(x_n) \] to produce a family of regularized approximations \(\{u_n(t)\}\). The regularization parameter may be chosen to be the smallest number \(t_n > 0\) such that \[ \|y^\delta - F(x_n) - F'(x_n)u_n(t_n)\| \leq \eta \|y^\delta - F(x_n)\| \] for some preassigned value \(0 < \eta < 1\). The iterate is then defined by \(x_{n+1} = x_n + u_n(t_n)\). In the simplest case it is assumed that the derivative \(F'(x)\) satisfies the Mysovskikh condition \[ \|F'(x)\| \leq \theta < 1, \quad x \in B_r(x_*), \] (\(x_*\) is an exact solution, \(r > 0\)) and a ``smoothness'' condition of type \[ \|[F'(x) - F'(z)]h\| \leq K_0 \|x - z\| \, \|F'(z)h\|, \quad h \in {\mathfrak X}; \] under these conditions the method is well-defined with the regularization schemes by Landweber, Tikhonov and some others (implicit and asymptotic). More complicated and delicate statements are obtained in the case when \({\mathfrak X}\) and \({\mathfrak Y}\) are Hilbert spaces and the operator \(F\) acts in the Hilbert scale generated by a self-adjoint and strictly positive linear operator \(L\). In this case it is assumed that \[ m\|h\|_{-a} \leq \|F'(x)h\| \leq M\|h\|_{-a}, \quad h \in B_\rho(x_*), \] \[ \|F'(x)L^{-s}\|_{{\mathfrak X} \to {\mathfrak Y}} \leq \theta, \quad \in B_\rho(x_*), \] and \[ \|F'(x) - F'(z)\|_{{\mathfrak X}_{-b} \to {\mathfrak Y}} \leq K_0\|x - z\|^\beta, \quad x, z \in B_\rho(x_*) \] where \(\rho > 0\), \(0 < \beta \leq 1\), \(0 \leq b \leq a\), \(K_0 \geq 0\). The author states that his result about the rate of convergence is order optimal.
Property / review text: The article deals with iterative methods for approximately solving the ill-posed operator equation \(F(x) = 0\) with a nonlinear Fréchet differentiable operator \(F\) between Banach spaces \({\mathfrak X}\) and \({\mathfrak Y}\). The general scheme of these methods is the following: the method starts with an initial guess \(x_0 \in {\mathcal D}(F)\); if \(x_n\) is a current iterate, one may apply any regularization scheme to the equation \[ F'(x_n)u = y^\delta - F(x_n) \] to produce a family of regularized approximations \(\{u_n(t)\}\). The regularization parameter may be chosen to be the smallest number \(t_n > 0\) such that \[ \|y^\delta - F(x_n) - F'(x_n)u_n(t_n)\| \leq \eta \|y^\delta - F(x_n)\| \] for some preassigned value \(0 < \eta < 1\). The iterate is then defined by \(x_{n+1} = x_n + u_n(t_n)\). In the simplest case it is assumed that the derivative \(F'(x)\) satisfies the Mysovskikh condition \[ \|F'(x)\| \leq \theta < 1, \quad x \in B_r(x_*), \] (\(x_*\) is an exact solution, \(r > 0\)) and a ``smoothness'' condition of type \[ \|[F'(x) - F'(z)]h\| \leq K_0 \|x - z\| \, \|F'(z)h\|, \quad h \in {\mathfrak X}; \] under these conditions the method is well-defined with the regularization schemes by Landweber, Tikhonov and some others (implicit and asymptotic). More complicated and delicate statements are obtained in the case when \({\mathfrak X}\) and \({\mathfrak Y}\) are Hilbert spaces and the operator \(F\) acts in the Hilbert scale generated by a self-adjoint and strictly positive linear operator \(L\). In this case it is assumed that \[ m\|h\|_{-a} \leq \|F'(x)h\| \leq M\|h\|_{-a}, \quad h \in B_\rho(x_*), \] \[ \|F'(x)L^{-s}\|_{{\mathfrak X} \to {\mathfrak Y}} \leq \theta, \quad \in B_\rho(x_*), \] and \[ \|F'(x) - F'(z)\|_{{\mathfrak X}_{-b} \to {\mathfrak Y}} \leq K_0\|x - z\|^\beta, \quad x, z \in B_\rho(x_*) \] where \(\rho > 0\), \(0 < \beta \leq 1\), \(0 \leq b \leq a\), \(K_0 \geq 0\). The author states that his result about the rate of convergence is order optimal. / rank
 
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Property / reviewed by
 
Property / reviewed by: Q586078 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65J15 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65J20 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65J22 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 47J06 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 47J25 / rank
 
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Property / zbMATH DE Number: 6050620 / rank
 
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Property / zbMATH Keywords
 
nonlinear ill-posed inverse problems
Property / zbMATH Keywords: nonlinear ill-posed inverse problems / rank
 
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discrepancy principle
Property / zbMATH Keywords: discrepancy principle / rank
 
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Newton method
Property / zbMATH Keywords: Newton method / rank
 
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the regularization parameter
Property / zbMATH Keywords: the regularization parameter / rank
 
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Hilbert scales
Property / zbMATH Keywords: Hilbert scales / rank
 
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Fréchet differentiability
Property / zbMATH Keywords: Fréchet differentiability / rank
 
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Tikhonov regularization
Property / zbMATH Keywords: Tikhonov regularization / rank
 
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Landweber method
Property / zbMATH Keywords: Landweber method / rank
 
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Banach space
Property / zbMATH Keywords: Banach space / rank
 
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Revision as of 23:57, 29 June 2023

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On the order optimality of the regularization via inexact Newton iterations
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    On the order optimality of the regularization via inexact Newton iterations (English)
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    26 June 2012
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    The article deals with iterative methods for approximately solving the ill-posed operator equation \(F(x) = 0\) with a nonlinear Fréchet differentiable operator \(F\) between Banach spaces \({\mathfrak X}\) and \({\mathfrak Y}\). The general scheme of these methods is the following: the method starts with an initial guess \(x_0 \in {\mathcal D}(F)\); if \(x_n\) is a current iterate, one may apply any regularization scheme to the equation \[ F'(x_n)u = y^\delta - F(x_n) \] to produce a family of regularized approximations \(\{u_n(t)\}\). The regularization parameter may be chosen to be the smallest number \(t_n > 0\) such that \[ \|y^\delta - F(x_n) - F'(x_n)u_n(t_n)\| \leq \eta \|y^\delta - F(x_n)\| \] for some preassigned value \(0 < \eta < 1\). The iterate is then defined by \(x_{n+1} = x_n + u_n(t_n)\). In the simplest case it is assumed that the derivative \(F'(x)\) satisfies the Mysovskikh condition \[ \|F'(x)\| \leq \theta < 1, \quad x \in B_r(x_*), \] (\(x_*\) is an exact solution, \(r > 0\)) and a ``smoothness'' condition of type \[ \|[F'(x) - F'(z)]h\| \leq K_0 \|x - z\| \, \|F'(z)h\|, \quad h \in {\mathfrak X}; \] under these conditions the method is well-defined with the regularization schemes by Landweber, Tikhonov and some others (implicit and asymptotic). More complicated and delicate statements are obtained in the case when \({\mathfrak X}\) and \({\mathfrak Y}\) are Hilbert spaces and the operator \(F\) acts in the Hilbert scale generated by a self-adjoint and strictly positive linear operator \(L\). In this case it is assumed that \[ m\|h\|_{-a} \leq \|F'(x)h\| \leq M\|h\|_{-a}, \quad h \in B_\rho(x_*), \] \[ \|F'(x)L^{-s}\|_{{\mathfrak X} \to {\mathfrak Y}} \leq \theta, \quad \in B_\rho(x_*), \] and \[ \|F'(x) - F'(z)\|_{{\mathfrak X}_{-b} \to {\mathfrak Y}} \leq K_0\|x - z\|^\beta, \quad x, z \in B_\rho(x_*) \] where \(\rho > 0\), \(0 < \beta \leq 1\), \(0 \leq b \leq a\), \(K_0 \geq 0\). The author states that his result about the rate of convergence is order optimal.
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    nonlinear ill-posed inverse problems
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    discrepancy principle
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    Newton method
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    the regularization parameter
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    Hilbert scales
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    Fréchet differentiability
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    Tikhonov regularization
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    Landweber method
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    Banach space
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