English

On the discrepancy principle for some Newton type methods for solving nonlinear inverse problems

Numerical Analysis 2008-10-24 v1

Abstract

We consider the computation of stable approximations to the exact solution xx^\dag of nonlinear ill-posed inverse problems F(x)=yF(x)=y with nonlinear operators F:XYF:X\to Y between two Hilbert spaces XX and YY by the Newton type methods xk+1δ=x0gαk(F(xkδ)F(xkδ))F(xkδ)(F(xkδ)yδF(xkδ)(xkδx0)) x_{k+1}^\delta=x_0-g_{\alpha_k} (F'(x_k^\delta)^*F'(x_k^\delta)) F'(x_k^\delta)^* (F(x_k^\delta)-y^\delta-F'(x_k^\delta)(x_k^\delta-x_0)) in the case that only available data is a noise yδy^\delta of yy satisfying yδyδ\|y^\delta-y\|\le \delta with a given small noise level δ>0\delta>0. We terminate the iteration by the discrepancy principle in which the stopping index kδk_\delta is determined as the first integer such that F(xkδδ)yδτδ<F(xkδ)yδ,0k<kδ \|F(x_{k_\delta}^\delta)-y^\delta\|\le \tau \delta <\|F(x_k^\delta)-y^\delta\|, \qquad 0\le k<k_\delta with a given number τ>1\tau>1. Under certain conditions on {αk}\{\alpha_k\}, {gα}\{g_\alpha\} and FF, we prove that xkδδx_{k_\delta}^\delta converges to xx^\dag as δ0\delta\to 0 and establish various order optimal convergence rate results. It is remarkable that we even can show the order optimality under merely the Lipschitz condition on the Fr\'{e}chet derivative FF' of FF if x0xx_0-x^\dag is smooth enough.

Keywords

Cite

@article{arxiv.0810.4185,
  title  = {On the discrepancy principle for some Newton type methods for solving nonlinear inverse problems},
  author = {Qinian Jin and Ulrich Tautenhahn},
  journal= {arXiv preprint arXiv:0810.4185},
  year   = {2008}
}

Comments

To appear in Numerische Mathematik

R2 v1 2026-06-21T11:34:03.551Z