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Nesterov's Accelerated Gradient Method for Nonlinear Ill-Posed Problems with a Locally Convex Residual Functional

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arxiv 1803.01757 v1 pith:K4ZWDJUE submitted 2018-03-05 math.NA cs.NA

Nesterov's Accelerated Gradient Method for Nonlinear Ill-Posed Problems with a Locally Convex Residual Functional

classification math.NA cs.NA
keywords methodproblemsill-posedconvexnonlinearacceleratedfunctionalgradient
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In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also leads to promising results for ill-posed problems. Here, we provide a convergence analysis for ill-posed problems of this method based on the assumption of a locally convex residual functional. Furthermore, we demonstrate the usefulness of the method on a number of numerical examples based on a nonlinear diagonal operator and on an inverse problem in auto-convolution.

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