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.
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