On the iteratively regularized Gauss-Newton method in Banach spaces with applications to parameter identification problems

DOI10.1007/S00211-013-0529-5MaRDI QIDQ2391810zbMATH OpenOpenAlexFDO

Authors Qinian Jin, Min Zhong

Publication date 5 August 2013

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.2191

zbMATH Keywords

Banach spacesconvergencediscrepancy principleGauss-Newton methodnonlinear inverse problemnonlinear operator equationnumerical experimentsparameter identificationstopping rulestopping rules

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Iterative procedures involving nonlinear operators (47J25) Numerical solutions to equations with nonlinear operators (65J15) Numerical solution to inverse problems in abstract spaces (65J22) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

Abstract: In this paper we propose an extension of the iteratively regularized Gauss--Newton method to the Banach space setting by defining the iterates via convex optimization problems. We consider some a posteriori stopping rules to terminate the iteration and present the detailed convergence analysis. The remarkable point is that in each convex optimization problem we allow non-smooth penalty terms including $L^1$ and total variation (TV) like penalty functionals. This enables us to reconstruct special features of solutions such as sparsity and discontinuities in practical applications. Some numerical experiments on parameter identification in partial differential equations are reported to test the performance of our method.

Review text

The paper deals with a nonlinear inverse problem in Banach spaces which can be formulated as a nonlinear operator equation \(F(x)= y\). Let \(y^\delta\) be the available noise data approximating \(y\). The solution can be obtained by the iteratively regularized Gauss-Newton method. The approximate solutions of this sequence of problems are the unique minimizer of a certain quadratic functional. In this paper, a convergence theory on the iteratively generalized Gauss-Newton method with general convex penalty functions is developed. Some a posteriori stopping rules and the discrepancy principle are proposed to terminate the method and to give a detailed convergence analysis under reasonable nonlinearity conditions. Then, the rates of convergence are derived. The method enables to reconstruct special features of the solution. Three numerical experiments on parameter identification in partial differential equations are reported to test the new method.

Recommendations

• Iterative methods for nonlinear ill-posed problems in Banach spaces: convergence and applications to parameter identification problems
• The analysis of a discrete scheme of the iteratively regularized Gauss-Newton method
• Convergence rates for the iteratively regularized Gauss-Newton method in Banach spaces
• On the iteratively regularized Gauss-Newton method for solving nonlinear ill-posed problems
• An iteration regularization method with general convex penalty for nonlinear inverse problems in Banach spaces

Cites work

• A general convergence analysis of some Newton-type methods for nonlinear inverse problems
• A posteriori parameter choice strategies for some Newton type methods for the regularization of nonlinear ill-posed problems
• A regularizing Levenberg - Marquardt scheme, with applications to inverse groundwater filtration problems
• Characteristic inequalities of uniformly convex and uniformly smooth Banach spaces
• Convergence rates for the iteratively regularized Gauss-Newton method in Banach spaces
• scientific article; zbMATH DE number 3868094 (Why is no real title available?)
• scientific article; zbMATH DE number 4011016 (Why is no real title available?)
• scientific article; zbMATH DE number 48239 (Why is no real title available?)
• scientific article; zbMATH DE number 2146003 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Iterative regularization methods for nonlinear ill-posed problems
• Nonlinear total variation based noise removal algorithms
• On the discrepancy principle for some Newton type methods for solving nonlinear inverse problems
• On the order optimality of the regularization via inexact Newton iterations
• Optimization theory and methods. Nonlinear programming
• The problem of the convergence of the iteratively regularized Gauss- Newton method

Cited in

(41)

• A regularizing multilevel approach for nonlinear inverse problems
• Convergence and adaptive discretization of the IRGNM Tikhonov and the IRGNM Ivanov method under a tangential cone condition in Banach space
• Error estimates for the simplified iteratively regularized Gauss-Newton method in Banach spaces under a Morozov-type stopping rule
• A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction
• Simplified iteratively regularized Gauss-Newton method in Banach spaces under a general source condition
• A study of frozen iteratively regularized Gauss-Newton algorithm for nonlinear ill-posed problems under generalized normal solvability condition
• Levenberg-Marquardt method with general convex penalty for nonlinear inverse problems
• Convergence analysis of iteratively regularized Gauss-Newton method with frozen derivative in Banach spaces
• Recovery of non-smooth radiative coefficient from nonlocal observation by diffusion system
• Convergence rates for iteratively regularized Gauss-Newton method subject to stability constraints
• The Ivanov regularized Gauss-Newton method in Banach space with an a posteriori choice of the regularization radius
• A simplified Gauss-Newton iterative scheme with an a posteriori parameter choice rule for solving nonlinear ill-posed problems
• Regularization of inverse problems by two-point gradient methods in Banach spaces
• A proximal iteratively regularized Gauss-Newton method for nonlinear inverse problems
• Error estimates for the simplified iteratively regularized Gauss-Newton method under a general source condition
• A semismooth Newton method for nonlinear parameter identification problems with impulsive noise
• Levenberg-Marquardt method in Banach spaces with general convex regularization terms
• Iterative regularization of parameter identification problems by sequential quadratic programming methods
• Inexact Newton-Landweber iteration in Banach spaces with nonsmooth convex penalty terms
• Iterative methods for nonlinear ill-posed problems in Banach spaces: convergence and applications to parameter identification problems
• Gauss-Newton and inverse Gauss-Newton methods for coefficient identification in linear elastic systems
• The analysis of a discrete scheme of the iteratively regularized Gauss-Newton method
• A convergence analysis of an inexact Newton-Landweber iteration method for nonlinear problem
• Analysis of the iteratively regularized Gauss–Newton method under a heuristic rule
• Convergence analysis of simplified iteratively regularized Gauss–Newton method in a Banach space setting
• The two-point gradient methods for nonlinear inverse problems based on Bregman projections
• REGINN-IT method with general convex penalty terms for nonlinear inverse problems
• Analysis of a heuristic rule for the IRGNM in Banach spaces with convex regularization terms
• Relaxed Gauss-Newton methods with applications to electrical impedance tomography
• A convergence rates result for an iteratively regularized Gauss-Newton-Halley method in Banach space
• Bouligand-Levenberg-Marquardt iteration for a non-smooth ill-posed inverse problem
• Goal oriented adaptivity in the IRGNM for parameter identification in PDEs: I. Reduced formulation
• Analysis of a generalized regularized Gauss-Newton method under heuristic rule in Banach spaces
• Iterative Lavrentiev regularization method under a heuristic rule for nonlinear ill-posed operator equations
• A projected homotopy perturbation method for nonlinear inverse problems in Banach spaces
• On a Dynamic Variant of the Iteratively Regularized Gauss–Newton Method with Sequential Data
• Simplified REGINN-IT method in Banach spaces for nonlinear ill-posed operator equations
• Landweber-Kaczmarz method for inverse problems using multiple repeated measurements
• Adaptive Nesterov momentum method for solving ill-posed inverse problems
• A class of Frozen Regularized Gauss-Newton methods under weak conditions
• Conditional well-posedness and data-driven method for the inverse dynamic source problem in a coupled diffusion system from one single boundary measurement

This page was built for publication: On the iteratively regularized Gauss-Newton method in Banach spaces with applications to parameter identification problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2391810)