Mathematics > Optimization and Control
[Submitted on 21 Dec 2018 (v1), last revised 27 Jun 2021 (this version, v2)]
Title:Convergence Rates of First and Higher Order Dynamics for Solving Linear Ill-posed Problems
View PDFAbstract:Recently, there has been a great interest in analysing dynamical flows, where the stationary limit is the minimiser of a convex energy. Particular flows of great interest have been continuous limits of Nesterov's algorithm and the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA), respectively.
In this paper we approach the solutions of linear ill-posed problems by dynamical flows. Because the squared norm of the residuum of a linear operator equation is a convex functional, the theoretical results from convex analysis for energy minimising flows are applicable. We prove that the proposed flows for minimising the residuum of a linear operator equation are optimal regularisation methods and that they provide optimal convergence rates for the regularised solutions. In particular we show that in comparison to convex analysis results the rates can be significantly higher, which is possible by constraining the investigations to the particular convex energy functional, which is the squared norm of the residuum.
Submission history
From: Peter Elbau [view email][v1] Fri, 21 Dec 2018 19:16:07 UTC (130 KB)
[v2] Sun, 27 Jun 2021 18:41:03 UTC (211 KB)
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