Hanke-Raus heuristic rule for variational regularization in Banach spaces
a posteriori error estimatesBanach spaceconvergenceHanke-Raus ruleheuristic parameter choicenonlinear inverse problemsnumerical resultvariational inequalitiesvariational regularization
Iterative procedures involving nonlinear operators (47J25) Variational inequalities (49J40) Numerical solutions to equations with linear operators (65J10) Numerical solutions to equations with nonlinear operators (65J15) Numerical solution to inverse problems in abstract spaces (65J22) Numerical methods for variational inequalities and related problems (65K15)
The author analyzes a heuristic parameter choice rule for linear/nonlinear inverse problems in Banach spaces. Consider inverse problems of the form NEWLINE\[NEWLINEF(x) = y,NEWLINE\]NEWLINE where \(F: \mathcal{D}(F) \subset X \to Y\) is an operator between two Banach spaces \(X\) and \(Y\) with its domain \(\mathcal{D}(F)\). Given noisy data \(\tilde y\), one seeks an approximation to the true solution \(x^\dag\) by variational regularization (with \(1<r<\infty\)): NEWLINE\[NEWLINE \tilde x_\alpha \in \arg \min_{x\in\mathcal{D}(F)} \{T_\alpha(x) := \|F(x) -\tilde y\|^r + \alpha \mathcal{R}(x)\}. NEWLINE\]NEWLINE The quality of the approximation \(\tilde x_\alpha\) depends crucially on the regularization parameter \(\alpha>0\). Many rules have been proposed, especially in the Hilbert space setting. The author focuses on the Hanke-Raus rule, which was first proposed by \textit{M. Hanke} and \textit{T. Raus} [SIAM J. Sci. Comput. 17, No. 4, 956--972 (1996; Zbl 0859.65051)] in a Hilbert space setting, and then analyzed by \textit{B. Jin} and \textit{D. A. Lorenz} [SIAM J. Numer. Anal. 48, No. 3, 1208--1229 (2010; Zbl 1215.65100)] for a Banach space setting where \(Y\) remains a Hilbert space. In the present work, the author provides a complete analysis of the following discrete variant in a general setting: Let \(\alpha_0>0\) and \(0<q< 1\) be given numbers and set \(\Delta_q = \{\alpha_0q^j: j = 0,1,\ldots \}\). Then we define \(\alpha_* :=\alpha_* (\tilde y) \in \Delta_q\) such that NEWLINE\[NEWLINE \alpha_* = \arg \min_{\alpha\in \Delta_q} \frac{ \|F(\tilde x_\alpha ) -\tilde y\|^r}{\alpha}. NEWLINE\]NEWLINE The author obtains a posteriori error estimates in terms of Bregman distance, under source conditions formulated as variational inequalities. Further, by imposing certain conditions on the random noise, four convergence results are given: one relies on the source conditions, and the other three do not depend on any source conditions. Numerical results are presented to illustrate the performance.
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