On a heuristic stopping rule for the regularization of inverse problems by the augmented Lagrangian method (Q2407467)
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English | On a heuristic stopping rule for the regularization of inverse problems by the augmented Lagrangian method |
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On a heuristic stopping rule for the regularization of inverse problems by the augmented Lagrangian method (English)
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29 September 2017
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The author proposes and analyzes a heuristic rule of Hanke-Raus type for choosing a proper stopping criterion in the augmented Lagrangian method for solving linear inverse problems with a convex penalty. The main feature of the method is that it does not require a knowledge of the noise level. A posteriori estimates are derived under certain source type conditions and also the convergence is shown under certain conditions on the noise. The paper also includes some numerical results to illustrate the method for a linear integral equation of the first kind and a comparative study with the discrepancy principle.
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augmented Lagrangian method
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iterative regularization
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parameter choice
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Hanke-Raus rule
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error estimates
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convex penalty
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numerical result
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linear integral equation
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discrepancy principle
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