On Nesterov acceleration for Landweber iteration of linear ill-posed problems

被引:32
|
作者
Neubauer, Andreas [1 ]
机构
[1] Johannes Kepler Univ Linz, Ind Math Inst, A-4040 Linz, Austria
来源
关键词
Nesterov acceleration; Landweber iteration; linear ill-posed problems;
D O I
10.1515/jiip-2016-0060
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we deal with Nesterov acceleration and show that it speeds up Landweber iteration when applied to linear ill-posed problems. It is proven that, if the exact solution x dagger is an element of R ((T *T)mu), then optimal convergence rates are obtained if mu <= 1/2 and if the iteration is terminated according to an a priori stopping rule. If mu >1/2 or if the iteration is terminated according to the discrepancy principle, only suboptimal convergence rates can be guaranteed. Nevertheless, the number of iterations for Nesterov acceleration is always much smaller if the dimension of the problem is large. Numerical results verify the theoretical ones.
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页码:381 / 390
页数:10
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