Lagrange duality for the Morozov principle
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Publication:6248985
arXiv1402.2999MaRDI QIDQ6248985FDOQ6248985
Authors: Xavier Bonnefond, Pierre Maréchal 
Publication date: 12 February 2014
Abstract: Considering a general linear ill-posed equation, we explore the duality arising from the requirement that the discrepancy should take a given value based on the estimation of the noise level, as is notably the case when using the Morozov principle. We show that, under reasonable assumptions, the dual function is smooth, and that its maximization points out the appropriate value of Tikhonov's regularization parameter.
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