English

Convergence analysis in convex regularization depending on the smoothness degree of the penalizer

Numerical Analysis 2015-09-04 v6

Abstract

The problem of minimization of the least squares functional with a smooth, lower semi-continuous, convex regularizer J()J(\cdot) is considered to be solved. Over some compact and convex subset Ω\Omega of the Hilbert space H,\mathcal{H}, the regularizer is implicitly defined as J():Ck(Ω,H)R+ J(\cdot) : \mathcal{C}^{k}(\Omega , \mathcal{H}) \rightarrow \mathbb{R}_{+} where k{1,2}.k \in \{1,2\}. So the cost functional associated with some given linear, compact and injective forward operator T:ΩHH,\mathcal{T} :\Omega \subset \mathcal{H} \rightarrow \mathcal{H}, \begin{align} F_{\alpha}(\cdot , f^{\delta}) := \frac{1}{2} \Vert \mathcal{T}( \cdot ) - f^{\delta}\Vert_{\mathcal{H}}^2 + \alpha J(\cdot) , \nonumber \end{align} where fδf^{\delta} is the given perturbed data with its perturbation amount δ\delta in it. Convergence of the regularized optimum solution φα(δ)\mboxargminFα(φ,fδ)\varphi_{\alpha(\delta)} \in \mbox{argmin} F_{\alpha}(\varphi , f^{\delta}) to the true solution φ\varphi^{\dagger} is analysed depending on the smoothness degree of the regularizer, \textit{i.e.} the cases k{1,2}k \in \{1,2\} in J():Ck(Ω,H)R+. J(\cdot) : \mathcal{C}^{k}(\Omega , \mathcal{H}) \rightarrow \mathbb{R}_{+}. In both cases, we define such a regularization parameter that is in cooperation with the condition \begin{align} \alpha(\delta , f^{\delta}) \in \{ \alpha > 0 \mbox{ }\vert \mbox{ }\Vert\mathcal{T}\varphi_{\alpha}^{\delta} - f^{\delta}\Vert \leq \tau\delta \} , \nonumber \end{align} for some fixed τ1.\tau \geq 1. In the case of k=2,k = 2, we are able to evaluate the discrepancy Tφα(δ)fδτδ\Vert\mathcal{T}\varphi_{\alpha(\delta)} - f^{\delta}\Vert\leq \tau\delta with the Hessian Lipschitz constant LHL_H of the functional Fα(,fδ).F_{\alpha}(\cdot , f^{\delta}).

Keywords

Cite

@article{arxiv.1406.1227,
  title  = {Convergence analysis in convex regularization depending on the smoothness degree of the penalizer},
  author = {Erdem Altuntac},
  journal= {arXiv preprint arXiv:1406.1227},
  year   = {2015}
}

Comments

Abstract and proofs are corrected