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Zbl 1068.47081
Bakushinsky, Anatoly; Smirnova, Alexandra
On application of generalized discrepancy principle to iterative methods for nonlinear ill-posed problems.
(English)
[J] Numer. Funct. Anal. Optimization 26, No. 1, 35-48 (2005). ISSN 0163-0563; ISSN 1532-2467/e

The equation $$F(x)=f,\tag1$$ where a nonlinear operator $F$ acts on a pair of Hilbert spaces ($f: H_1 \to H_2$) is considered in the paper. The element $f$ is approximately known, $\Vert f_{\delta}-f \Vert _{H_2} <\delta$. The operator $F$ is Fréchet differentiable and satisfies the conditions $\Vert F'(x) \Vert \leq 1$ and $\Vert F'(x)-F''(y)\Vert \leq\Vert x-y \Vert$ for any $x, y \in H_1$. The original problem is ill-posed, particularly the solution of (1) with the exact data may be nonunique. The following iteratively regularized scheme is used to minimize a functional $\Phi(x) = \Vert F(x) - f_{\delta} \Vert ^2_{H_2}: x_{n+1} = \xi -\theta ({F'}^*(x_n)F'(x_n), \alpha_n ){F'}^*(x_n) \{F(x_n)-f_{\delta} - F'(x_n)(x_n-\xi) \}$. Here $\xi$ is an element of $H_1$ and a source type condition is fulfilled; $\theta(\lambda, \alpha)$ is a function of a spectral parameter $\lambda$ and $\alpha > 0$. A novel generalized discrepancy principle $$\Vert F(x_N)- f_{\delta} \Vert ^2 \leq \tau \delta \leq \Vert F(x_n)- f_{\delta} \Vert ^2, \tag2$$ where $0 \leq n \leq N, \tau \geq 1$ is suggested in the paper. It is proved (under a source type condition) that if $N=N(\delta)$ is chosen by (2), then $\lim \limits_{\delta \to 0} \Vert x_{N(\delta)}- \overline{x} \Vert \to 0$, where $\overline{x}$ is a solution of (1). Convergence rates for various generating functions $\theta = \theta(\lambda,\alpha)$ are obtained.
[Elena V. Tabarintseva (Chelyabinsk)]
MSC 2000:
*47J06 Nonlinear ill-posed problems
65F22 Ill-posedness, regularization

Keywords: discrepancy principle; ill-posed problem; regularization

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