{ "id": "1902.04794", "version": "v1", "published": "2019-02-13T09:00:19.000Z", "updated": "2019-02-13T09:00:19.000Z", "title": "Analysis of the Block Coordinate Descent Method for Non-linear Ill-Posed Problems", "authors": [ "Simon Rabanser", "Lukas Neumann", "Markus Haltmeier" ], "categories": [ "math.NA" ], "abstract": "Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates simultaneously. BCD has been demonstrated to accelerate the gradient method in many practical large-scale applications. Despite its success no convergence analysis for inverse problems is known so far. In this paper, we investigate the BCD method for solving linear and non-linear ill-posed inverse problems. As main theoretical result, we show that for operators having a particular tensor product form, the BCD method combined with an appropriate stopping criterion yields a convergent regularization method. To illustrate the theory, we perform numerical experiments comparing the BCD and the full gradient descent method for the non-linear inverse problem of one-step inversion in multi-spectral X-ray tomography.", "revisions": [ { "version": "v1", "updated": "2019-02-13T09:00:19.000Z" } ], "analyses": { "keywords": [ "block coordinate descent method", "non-linear ill-posed problems", "inverse problem", "bcd method", "gradient step" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }