English

Nesterov's Accelerated Gradient Method for Nonlinear Ill-Posed Problems with a Locally Convex Residual Functional

Numerical Analysis 2020-01-13 v1

Abstract

In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also leads to promising results for ill-posed problems. Here, we provide a convergence analysis for ill-posed problems of this method based on the assumption of a locally convex residual functional. Furthermore, we demonstrate the usefulness of the method on a number of numerical examples based on a nonlinear diagonal operator and on an inverse problem in auto-convolution.

Keywords

Cite

@article{arxiv.1803.01757,
  title  = {Nesterov's Accelerated Gradient Method for Nonlinear Ill-Posed Problems with a Locally Convex Residual Functional},
  author = {Simon Hubmer and Ronny Ramlau},
  journal= {arXiv preprint arXiv:1803.01757},
  year   = {2020}
}

Comments

30 pages

R2 v1 2026-06-23T00:42:37.137Z