On the Monotone Error Rule for Parameter Choice in Iterative and Continuous Regularization Methods |
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Authors: | U Hämarik U Tautenhahn |
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Institution: | (1) Institute of Applied Mathematics, University of Tartu, Liivi 2, 50409 Tartu, Estonia;(2) Department of Mathematics, University of Applied Sciences Zittau/Görlitz, P.O. Box 261, D-02763 Zittau, Germany |
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Abstract: | We consider in Hilbert spaces linear ill-posed problems Ax = y with noisy data y
satisfying y
–y. Regularized approximations x
r
to the minimum-norm solution x
of Ax = y are constructed by continuous regularization methods or by iterative methods. For the choice of the regularization parameter r (the stopping index n in iterative methods) the following monotone error rule (ME rule) is used: we choose r = r
ME (n = n
ME) as the largest r-value with the guaranteed monotonical decrease of the error x
r
– x
for r 0, r
ME] (x
n
– x
<#60; x
n–1
– x
for n = 1, 2, ..., n
ME). Main attention is paid to iterative methods of gradient type and to nonstationary implicit iteration methods. As shown, the ME rule leads for many methods to order optimal error bounds. Comparisons with other rules for the choice of the stopping index are made and numerical examples are given.This revised version was published online in October 2005 with corrections to the Cover Date. |
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Keywords: | Ill-posed problems inverse problems regularization methods Tikhonov regularization iterative regularization steepest descent minimal error method regularization parameter -processes" target="_blank">gif" alt="agr" align="BASELINE" BORDER="0">-processes parameter choice stopping rule convergence rates |
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