{ "id": "1401.0435", "version": "v2", "published": "2014-01-02T13:44:40.000Z", "updated": "2014-05-16T13:49:42.000Z", "title": "A global minimization algorithm for Tikhonov functionals with sparsity constraints", "authors": [ "Wei Wang", "Stephan W. Anzengruber", "Ronny Ramlau", "Bo Han" ], "categories": [ "math.NA" ], "abstract": "In this paper we present a globally convergent algorithm for the computation of a minimizer of the Tikhonov functional with sparsity promoting penalty term for nonlinear forward operators in Banach space. The dual TIGRA method uses a gradient descent iteration in the dual space at decreasing values of the regularization parameter $\\alpha_j$, where the approximation obtained with $\\alpha_j$ serves as the starting value for the dual iteration with parameter $\\alpha_{j+1}$. With the discrepancy principle as a global stopping rule the method further yields an automatic parameter choice. We prove convergence of the algorithm under suitable step-size selection and stopping rules and illustrate our theoretic results with numerical experiments for the nonlinear autoconvolution problem.", "revisions": [ { "version": "v2", "updated": "2014-05-16T13:49:42.000Z" } ], "analyses": { "subjects": [ "65J20", "47J06", "47A52", "49J40" ], "keywords": [ "global minimization algorithm", "tikhonov functional", "sparsity constraints", "stopping rule", "gradient descent iteration" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1401.0435W" } } }