An analysis of a multi-level projected steepest descent iteration for nonlinear inverse problems in Banach spaces subject to stability constraints

Maarten V. de Hoop, Lingyun Qiu, Otmar Scherzer

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28 Scopus citations

Abstract

We consider nonlinear inverse problems described by operator equations in Banach spaces. Assuming conditional stability of the inverse problem, that is, assuming that stability holds on a compact, convex subset of the domain of the operator, we introduce a novel nonlinear projected steepest descent iteration and analyze its convergence to an approximate solution given limited accuracy data. We proceed with developing a multi-level algorithm based on a nested family of compact, convex subsets on which stability holds and the stability constants are ordered. Growth of the stability constants is coupled to the increase in accuracy of approximation between neighboring levels to ensure that the algorithm can continue from level to level until the iterate satisfies a desired discrepancy criterion, after a finite number of steps.

Original languageEnglish (US)
Pages (from-to)127-148
Number of pages22
JournalNumerische Mathematik
Volume129
Issue number1
DOIs
StatePublished - Jan 2014

Bibliographical note

Publisher Copyright:
© 2014, Springer-Verlag Berlin Heidelberg.

Keywords

  • 35R30
  • 47J25
  • 65J22

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