English

A general convergence analysis on inexact Newton method for nonlinear inverse problems

Numerical Analysis 2010-10-19 v1

Abstract

We consider the inexact Newton methods xn+1\d=xn\dg\an(F(xn\d)F(xn\d))F(xn\d)(F(xn\d)y\d) x_{n+1}^\d=x_n^\d-g_{\a_n}(F'(x_n^\d)^* F'(x_n^\d)) F'(x_n^\d)^* (F(x_n^\d)-y^\d) for solving nonlinear ill-posed inverse problems F(x)=yF(x)=y using the only available noise data y\dy^\d satisfying y\dy\d\|y^\d-y\|\le \d with a given small noise level \d>0\d>0. We terminate the iteration by the discrepancy principle F(xn\d\d)y\dτ\d<F(xn\d)y\d,0n<n\d \|F(x_{n_\d}^\d)-y^\d\|\le \tau \d<\|F(x_n^\d)-y^\d\|, \qquad 0\le n<n_\d with a given number τ>1\tau>1. Under certain conditions on {\an}\{\a_n\} and FF, we prove for a large class of spectral filter functions {g\a}\{g_\a\} the convergence of xn\d\dx_{n_\d}^\d to a true solution as \d0\d\rightarrow 0. Moreover, we derive the order optimal rates of convergence when certain H\"{o}lder source conditions hold. Numerical examples are given to test the theoretical results.

Keywords

Cite

@article{arxiv.1010.3435,
  title  = {A general convergence analysis on inexact Newton method for nonlinear inverse problems},
  author = {Qinian Jin},
  journal= {arXiv preprint arXiv:1010.3435},
  year   = {2010}
}
R2 v1 2026-06-21T16:29:40.715Z