On the discrepancy principle for some Newton type methods for solving nonlinear inverse problems

DOI10.1007/S00211-008-0198-YMaRDI QIDQ1006845zbMATH OpenOpenAlexFDO

Authors Ulrich Tautenhahn, Qinian Jin

Publication date 26 March 2009

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0810.4185

Mathematics Subject Classification ID

Nonlinear ill-posed problems (47J06) Numerical solutions to equations with nonlinear operators (65J15) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20)

Abstract: We consider the computation of stable approximations to the exact solution $x^{d}ag$ of nonlinear ill-posed inverse problems $F(x)=y$ with nonlinear operators $F:XoY$ between two Hilbert spaces $X$ and $Y$ by the Newton type methods ${\displaystyle }$ x_{k+1}^delta=x_0-g_{alpha_k} (F'(x_k^delta)^*F'(x_k^delta)) F'(x_k^delta)^* (F(x_k^delta)-y^delta-F'(x_k^delta)(x_k^delta-x_0)) ${\displaystyle }$ in the case that only available data is a noise $y^{d}elta$ of $y$ satisfying $|y^{d}elta-y|ledelta$ with a given small noise level $delta>0$. We terminate the iteration by the discrepancy principle in which the stopping index $k_{d}elta$ is determined as the first integer such that ${\displaystyle }$ |F(x_{k_delta}^delta)-y^delta|le au delta <|F(x_k^delta)-y^delta|, qquad 0le k<k_delta ${\displaystyle }$ with a given number $au>1$. Under certain conditions on $alph{a}_k$, $g_{a}lpha$ and $F$, we prove that $x_{k_{d}elta}^{d}elta$ converges to $x^{d}ag$ as $deltao0$ and establish various order optimal convergence rate results. It is remarkable that we even can show the order optimality under merely the Lipschitz condition on the Fr'{e}chet derivative $F^{\prime }$ of $F$ if $x_0-x^{d}ag$ is smooth enough.

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Cited in

(40)

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