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arxiv: 0709.3186 · v3 · pith:J4EREFFSnew · submitted 2007-09-20 · 🧮 math.OC · math.NA

A Semismooth Newton Method for Tikhonov Functionals with Sparsity Constraints

classification 🧮 math.OC math.NA
keywords methodnewtonsparsityconstraintsdifferentiablefunctionalssemismoothtikhonov
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Minimization problems in $\ell^2$ for Tikhonov functionals with sparsity constraints are considered. Sparsity of the solution is ensured by a weighted $\ell^1$ penalty term. The necessary and sufficient condition for optimality is shown to be slantly differentiable (Newton differentiable), hence a semismooth Newton method is applicable. Local superlinear convergence of this method is proved. Numerical examples are provided which show that our method compares favorably with existing approaches.

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