OPTIMAL A POSTERIORI PARAMETER CHOICE FOR TIKHONOV REGULARIZATION FOR SOLVING NONLINEAR III-POSED PROBLEMS

被引:101
作者
SCHERZER, O [1 ]
ENGL, HW [1 ]
KUNISCH, K [1 ]
机构
[1] GRAZ TECH UNIV,INST MATH,A-8010 GRAZ,AUSTRIA
关键词
TIKHONOV REGULARIZATION; INVERSE PROBLEMS; ILL-POSED PROBLEMS; PARAMETER IDENTIFICATION;
D O I
10.1137/0730091
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The authors propose an a-posteriori strategy for choosing the regularization parameter in Tikhonov regularization for solving nonlinear ill-posed problems and show that under certain conditions, the convergence rate obtained with this strategy is optimal. As a by-product, a new stability estimate for the regularized solutions is given which applies to a class of parameter identification problems. The authors compare the parameter choice strategy with Morozov's Discrepancy Principle. Finally, numerical results are presented.
引用
收藏
页码:1796 / 1838
页数:43
相关论文
共 24 条
[1]  
Adams RA., 2003, PURE APPL MATH SOB O, V2
[2]   STABILITY OF SOLUTIONS FOR A CLASS OF NONLINEAR CONE CONSTRAINED OPTIMIZATION PROBLEMS, .2. APPLICATION TO PARAMETER-ESTIMATION [J].
ALT, W .
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 1989, 10 (11-12) :1065-1076
[3]   SOME INVERSE PROBLEMS FOR A NONLINEAR PARABOLIC EQUATION CONNECTED WITH CONTINUOUS-CASTING OF STEEL - STABILITY ESTIMATES AND REGULARIZATION [J].
BINDER, A ;
ENGL, HW ;
VESSELLA, S .
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 1990, 11 (7-8) :643-671
[4]  
BINDER A, UNPUB WEAKLY CLOSED
[5]  
COLONIUS F, 1986, J REINE ANGEW MATH, V370, P1
[6]   OUTPUT LEAST-SQUARES STABILITY IN ELLIPTIC-SYSTEMS [J].
COLONIUS, F ;
KUNISCH, K .
APPLIED MATHEMATICS AND OPTIMIZATION, 1989, 19 (01) :33-63
[7]   A POSTERIORI PARAMETER CHOICE FOR GENERAL REGULARIZATION METHODS FOR SOLVING LINEAR ILL-POSED PROBLEMS [J].
ENGL, HW ;
GFRERER, H .
APPLIED NUMERICAL MATHEMATICS, 1988, 4 (05) :395-417
[8]   CONVERGENCE-RATES FOR TIKHONOV REGULARISATION OF NON-LINEAR ILL-POSED PROBLEMS [J].
ENGL, HW ;
KUNISCH, K ;
NEUBAUER, A .
INVERSE PROBLEMS, 1989, 5 (04) :523-540
[9]  
ENGL HW, UNPUB DECREASING REA
[10]  
Engl HW, 1990, INVERSE METHODS ACTI, P92