REGULARIZATION OF ILL-POSED PROBLEMS BY ENVELOPE GUIDED CONJUGATE GRADIENTS

Citation
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
Citations number
20
ISSN journal
10618600
Volume
6
Issue
4
Year of publication
1997
Pages
451 - 463
Database
ISI
SICI code
1061-8600(1997)6:4<451:ROIPBE>2.0.ZU;2-V
Abstract
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.