A guide to stochastic optimisation for large-scale inverse problems

DOI10.1088/1361-6420/ADC0B7MaRDI QIDQ6973212zbMATH OpenFDO

Authors Matthias J. Ehrhardt, Z. Kereta, Jingwei Liang, J. Tang

Publication date 11 June 2025

Published in Inverse Problems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1088/1361-6420/ADC0B7

zbMATH Keywords

first-order algorithmsimaginginverse problemslarge-scale optimisationstochastic optimisationvariational regularisation

Mathematics Subject Classification ID

Numerical methods for mathematical programming, optimization and variational techniques (65Kxx) Mathematical programming (90Cxx) Communication, information (94Axx)

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Cited in

(3)

• On the convergence of stochastic variance reduced gradient for linear inverse problems
• Stochastic gradient descent for nonlinear inverse problems in Banach spaces
• Early stopping of stochastic variance reduced gradient for linear inverse problems by the discrepancy principle

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