L. Kaufman et A. Neumaier, REGULARIZATION OF ILL-POSED PROBLEMS BY ENVELOPE GUIDED CONJUGATE GRADIENTS, Journal of computational and graphical statistics, 6(4), 1997, pp. 451-463
We propose a new way to iteratively solve large scale ill-posed proble
ms by exploiting the relation between Tikhonov regularization and mult
iobjective optimization to obtain, iteratively, approximations to the
Tikhonov L-curve and its corner. Monitoring the change of the approxim
ate L-curves allows us to adjust the regularization parameter adaptive
ly during a preconditioned conjugate gradient iteration, so that the d
esired solution can be reconstructed with a low number of iterations.
We apply the technique to an idealized image reconstruction problem in
positron emission tomography.