Global convergence of damped semismooth Newton methods for l1 Tikhonov regularization

被引:9
|
作者
Hans, Esther [1 ]
Raasch, Thorsten [1 ]
机构
[1] Johannes Gutenberg Univ Mainz, Inst Math, D-55099 Mainz, Germany
关键词
l(1)-Tikhonov regularization; semismooth Newton methods; global convergence; inverse problems; sparsity constraints; THRESHOLDING ALGORITHM; COMPLEMENTARITY;
D O I
10.1088/0266-5611/31/2/025005
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We are concerned with Tikhonov regularization of linear ill-posed problems with l(1) coefficient penalties. Griesse and Lorenz (2008 Inverse Problems 24 035007) proposed a semismooth Newton method for the efficient minimization of the corresponding Tikhonov functionals. In the class of high-precision solvers for such problems, semismooth Newton methods are particularly competitive due to their superlinear convergence properties and their ability to solve piecewise affine equations exactly within finitely many iterations. However, the convergence of semismooth Newton schemes is only local in general. In this work, we discuss the efficient globalization of B(ouligand)semismooth Newton methods for l(1) Tikhonov regularization by means of damping strategies and suitable descent with respect to an associated merit functional. Numerical examples are provided which show that our method compares well with existing iterative, globally convergent approaches.
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页数:31
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