Optimal-order convergence of Nesterov acceleration for linear ill-posed problems

IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Inverse Problems Pub Date : 2021-01-20 DOI:10.1088/1361-6420/abf5bc
S. Kindermann
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引用次数: 8

Abstract

We show that Nesterov acceleration is an optimal-order iterative regularization method for linear ill-posed problems provided that a parameter is chosen accordingly to the smoothness of the solution. This result is proven both for an a priori stopping rule and for the discrepancy principle under Hölder source conditions. Furthermore, some converse results and logarithmic rates are verified. The essential tool to obtain these results is a representation of the residual polynomials via Gegenbauer polynomials.
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线性不适定问题Nesterov加速度的最优阶收敛性
我们证明了Nesterov加速是线性不适定问题的一种最优阶迭代正则化方法,前提是根据解的光滑性选择参数。这一结果证明了先验停止规则和Hölder源条件下的差异原理。此外,还验证了一些反向结果和对数速率。获得这些结果的基本工具是用Gegenbauer多项式表示残差多项式。
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来源期刊
Inverse Problems
Inverse Problems 数学-物理:数学物理
CiteScore
4.40
自引率
14.30%
发文量
115
审稿时长
2.3 months
期刊介绍: An interdisciplinary journal combining mathematical and experimental papers on inverse problems with theoretical, numerical and practical approaches to their solution. As well as applied mathematicians, physical scientists and engineers, the readership includes those working in geophysics, radar, optics, biology, acoustics, communication theory, signal processing and imaging, among others. The emphasis is on publishing original contributions to methods of solving mathematical, physical and applied problems. To be publishable in this journal, papers must meet the highest standards of scientific quality, contain significant and original new science and should present substantial advancement in the field. Due to the broad scope of the journal, we require that authors provide sufficient introductory material to appeal to the wide readership and that articles which are not explicitly applied include a discussion of possible applications.
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