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arXiv · 1204.0771

Regularization of Linear Ill-posed Problems by the Augmented Lagrangian Method and Variational Inequalities

Klaus Frick·Markus Grasmair
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Abstract

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a standard source condition. Using the method of variational inequalities, we extend these results in this paper to convergence rates of lower order, both for the case of an a priori parameter choice and an a posteriori choice based on Morozov's discrepancy principle. In addition, our approach allows the derivation of convergence rates with respect to distance measures different from the Bregman distance. As a particular application, we consider sparsity promoting regularization, where we derive a range of convergence rates with respect to the norm under the assumption of restricted injectivity in conjunction with generalized source conditions of H\"older type.

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Klaus Frick, Markus Grasmair. 2012-04-03. Regularization of Linear Ill-posed Problems by the Augmented Lagrangian Method and Variational Inequalities. https://doi.org/10.1088/0266-5611%2F28%2F10%2F104005

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