English

Elastic-net regularization versus $\ell^1$-regularization for linear inverse problems with quasi-sparse solutions

Functional Analysis 2017-01-04 v2

Abstract

We consider the ill-posed operator equation Ax=yAx=y with an injective and bounded linear operator AA mapping between 2\ell^2 and a Hilbert space YY, possessing the unique solution \linebreak x={xk}k=1x^\dag=\{x^\dag_k\}_{k=1}^\infty. For the cases that sparsity x0x^\dag \in \ell^0 is expected but often slightly violated in practice, we investigate in comparison with the 1\ell^1-regularization the elastic-net regularization, where the penalty is a weighted superposition of the 1\ell^1-norm and the 2\ell^2-norm square, under the assumption that x1x^\dag \in \ell^1. There occur two positive parameters in this approach, the weight parameter η\eta and the regularization parameter as the multiplier of the whole penalty in the Tikhonov functional, whereas only one regularization parameter arises in 1\ell^1-regularization. Based on the variational inequality approach for the description of the solution smoothness with respect to the forward operator AA and exploiting the method of approximate source conditions, we present some results to estimate the rate of convergence for the elastic-net regularization. The occurring rate function contains the rate of the decay xk0x^\dag_k \to 0 for kk \to \infty and the classical smoothness properties of xx^\dag as an element in 2\ell^2.

Keywords

Cite

@article{arxiv.1604.03364,
  title  = {Elastic-net regularization versus $\ell^1$-regularization for linear inverse problems with quasi-sparse solutions},
  author = {De-Han Chen and Bernd Hofmann and Jun Zou},
  journal= {arXiv preprint arXiv:1604.03364},
  year   = {2017}
}

Comments

16 pages

R2 v1 2026-06-22T13:30:20.975Z