A descent method for regularization of ill-posed problems
Suppose we have an inverse problem modelled by \(Hx=y\) where \(H\) denotes a linear compact operator between the Hilbert spaces \(X\) and \(Y\).The data \(y\) is observed with a limited precision so we get only \(\| y^{\delta}-y\| \leq \delta \). To say that the inverse problem is ill-posed is equivalent to the unboundedness of the set: \[ \{ x\in X: \| Hx-y^{\delta} \| \leq \delta\}. \] The problem is equivalent to finding via the Tikhonov-Philips regularization procedure a solution which solves the minimum problem: \[ \min_{x}\phi(x,\lambda), \quad\phi(x,\lambda)=\| Hx-y\| ^{2}+\lambda(\| x\| ^{2}-\gamma^{2}), \] Here \(\lambda\) is the regularization parameter and \(\gamma\) a constant. The authors derive an iterative procedure where no knowledge of the noise level is assumed and in which the functional \(\phi(x,\lambda)\) decreases at each level. The method is based on the truncation of the inner iterations as soon as a suitable updating value is obtained for the outer iteration. The paper concludes with some numerical experiments.
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