ON CONVERGENCE-RATES FOR THE ITERATIVELY REGULARIZED GAUSS-NEWTON METHOD

Citation
B. Blaschke et al., ON CONVERGENCE-RATES FOR THE ITERATIVELY REGULARIZED GAUSS-NEWTON METHOD, IMA journal of numerical analysis, 17(3), 1997, pp. 421-436
Citations number
11
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
02724979
Volume
17
Issue
3
Year of publication
1997
Pages
421 - 436
Database
ISI
SICI code
0272-4979(1997)17:3<421:OCFTIR>2.0.ZU;2-M
Abstract
In this paper we prove that the iteratively regularized Gauss-Newton m ethod is a locally convergent method for solving nonlinear ill-posed p roblems, provided the nonlinear operator satisfies a certain smoothnes s condition. For perturbed data we propose a priori and a posteriori s topping rules that guarantee convergence of the iterates, if the noise level goes to zero. Under appropriate closeness and smoothness condit ions on the exact solution we obtain the same convergence rates as for linear ill-posed problems.