On Broyden's method for the regularization of nonlinear ill-posed problems

This paper is concerned with nonlinear ill-posed operator equations F(x) = y and their approximate solution by a quasi-Newton method, namely a regularized version of Broyden's method. Under an assumption on the nonlinearity of F(which is shown to be fulfilled for several examples of inverse problems) and with an appropriate stopping rule, local convergence and convergence rates results are proven. The theoretical results are illustrated by numerical tests.

[1]  A. Griewank Rates of convergence for secant methods on nonlinear problems in hilbert space , 1986 .

[2]  H. Engl,et al.  Convergence rates for Tikhonov regularisation of non-linear ill-posed problems , 1989 .

[3]  F. Potra,et al.  Asymptotic mesh independence of Newton-Galerkin methods via a refined Mysovskii theorem , 1992 .

[4]  H. Engl,et al.  Regularization of Inverse Problems , 1996 .

[5]  A. Bakushinskii The problem of the convergence of the iteratively regularized Gauss-Newton method , 1992 .

[6]  A. Louis Inverse und schlecht gestellte Probleme , 1989 .

[7]  B. Kaltenbacher A posteriori parameter choice strategies for some Newton type methods for the regularization of nonlinearill-posed problems , 1998 .

[8]  J. J. Moré,et al.  Quasi-Newton Methods, Motivation and Theory , 1974 .

[9]  Ekkehard W. Sachs,et al.  Broyden's method in Hilbert space , 1986, Math. Program..

[10]  M. Hanke Regularizing properties of a truncated Newton-CG algorithm for nonlinear inverse problems , 1997 .

[11]  F. Natterer The Mathematics of Computerized Tomography , 1986 .

[12]  B. Kaltenbacher Some Newton-type methods for the regularization of nonlinear ill-posed problems , 1997 .

[13]  C. G. Broyden A Class of Methods for Solving Nonlinear Simultaneous Equations , 1965 .

[14]  A. Neubauer,et al.  On convergence rates for the Iteratively regularized Gauss-Newton method , 1997 .

[15]  M. Hanke A regularizing Levenberg - Marquardt scheme, with applications to inverse groundwater filtration problems , 1997 .

[16]  Heinz W. Engl,et al.  Regularization Methods for Nonlinear Ill-Posed Problems with Applications to Phase Reconstruction , 1997 .

[17]  Norman E. Hurt,et al.  Phase Retrieval and Zero Crossings , 1989 .

[18]  P. Deuflhard,et al.  Affine Invariant Convergence Theorems for Newton’s Method and Extensions to Related Methods , 1979 .

[19]  M. Z. Nashed,et al.  Convergence of Newton-like methods for singular operator equations using outer inverses , 1993 .

[20]  D. Dobson Phase reconstruction via nonlinear least-squares , 1992 .

[21]  M. Hanke,et al.  A convergence analysis of the Landweber iteration for nonlinear ill-posed problems , 1995 .