A proximal regularized Gauss-Newton-Kaczmarz method and its acceleration for nonlinear ill-posed problems

A proximal regularized Gauss-Newton-Kaczmarz method and its acceleration for nonlinear ill-posed problems
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非线性不适定问题的近端正则化 Gauss-Newton-Kaczmarz 方法及其加速

DOI:
10.1016/j.apnum.2020.01.002
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发表时间:
2020-05
影响因子:
2.8
通讯作者:
Tong Shanshan
Tong Shanshan
中科院分区:
数学2区
文献类型:
--
作者:
Long Haie;Han Bo;Tong Shanshan

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本文提出并分析了求解由N个耦合非线性算子方程组构成的非光滑混合正则化模型的Kaczmarz型近似算法。开始,我们介绍了一个近似正则化高斯-牛顿-Kaczmarz(PRGNK)方法,它是通过结合Kaczmarz策略和近似正则化高斯-牛顿(PRGN)迭代。在适当的假设条件下,给出了算法的收敛性分析,并对大规模漫射光学层析成像和参数识别问题进行了数值实验,结果表明,PRGNK算法明显快于PRGN算法.此外,我们将Nesterov型加速计划到PRGNK,以进一步加速收敛,这导致了所谓的加速近端正则化高斯-牛顿-Kaczmarz(APRGNK)方法。在对PRGNK进行讨论的基础上,我们还建立了APRGNK的收敛性分析。同时,数值模拟表明,APRGNK使一个显着的加速效果相比,它的非加速同行。
We propose and analyze Kaczmarz-type methods that related to proximal algorithms to solve the nonsmooth hybrid regularization models which are derived from collections ofNcoupled nonlinear operator equations. To begin with, we introduce a proximal regularized Gauss-Newton-Kaczmarz (PRGNK) method which is constructed by combining the Kaczmarz strategy with a proximal regularized Gauss-Newton (PRGN) iteration. Its convergence analysis is presented under appropriate assumptions, and the numerical experiments on large-scale diffuse optical tomography and parameter identification problems indicate that, PRGNK is clearly faster than the PRGN iteration. Moreover, we incorporate a Nesterov-type acceleration scheme into PRGNK in order to further accelerate the convergence, which leads to a so-called accelerated proximal regularized Gauss-Newton-Kaczmarz (APRGNK) method. Based on the discussion for PRGNK, we also establish the convergence analysis of APRGNK. Meanwhile, the numerical simulations explicitly show that APRGNK makes a remarkable acceleration effect compared with its non-accelerated counterpart.
DOI: 10.1137/040613779
发表时间: 2006-01
期刊: SIAM J. Numer. Anal.
影响因子: --
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