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arXiv · 1401.0435

A global minimization algorithm for Tikhonov functionals with sparsity constraints

Wei Wang·Stephan W. Anzengruber·Ronny Ramlau·Bo Han
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Abstract

In this paper we present a globally convergent algorithm for the computation of a minimizer of the Tikhonov functional with sparsity promoting penalty term for nonlinear forward operators in Banach space. The dual TIGRA method uses a gradient descent iteration in the dual space at decreasing values of the regularization parameter $\alpha_j$, where the approximation obtained with $\alpha_j$ serves as the starting value for the dual iteration with parameter $\alpha_{j+1}$. With the discrepancy principle as a global stopping rule the method further yields an automatic parameter choice. We prove convergence of the algorithm under suitable step-size selection and stopping rules and illustrate our theoretic results with numerical experiments for the nonlinear autoconvolution problem.

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Wei Wang, Stephan W. Anzengruber, Ronny Ramlau, Bo Han. 2014-01-02. A global minimization algorithm for Tikhonov functionals with sparsity constraints. https://doi.org/10.1080/00036811.2014.931025

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