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On inertial iterated Tikhonov methods for solving ill-posed problems

Joel C. Rabelo, Antonio Leitão, Alexandre L. Madureira

TL;DR

The paper addresses solving ill-posed linear equations $A x = y$ from noisy measurements by introducing the inertial iterated Tikhonov (iniT) method, an implicit two-point extension of the iterated Tikhonov approach. At each iteration, it extrapolates to $w_k = x_k + \alpha_k (x_k - x_{k-1})$ and computes $x_{k+1}$ by minimizing $\lambda_k \|A x - y^\delta\|^2 + \|x - w_k\|^2$, equivalently solving $(I + \lambda_k A^* A) x_{k+1} = w_k + \lambda_k A^* y^\delta$. The authors prove convergence for exact data under suitable conditions on $\alpha_k$ and $\lambda_k$, and establish stability and semi-convergence with a discrepancy principle for noisy data when $\alpha_k^\delta$ are chosen with summable $\theta_k$. Numerical experiments on a 2D Inverse Potential Problem and an Image Deblurring Problem show that iniT reduces the number of inner CG steps and overall iterations compared to iT, and remains competitive with explicit two-point schemes (Nesterov, FISTA). These results indicate that inertial two-point proximal updates are effective regularization tools for linear ill-posed problems, offering practical computational advantages in PDE- and integral-operator settings.

Abstract

In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We establish convergence for exact data, and stability and semi-convergence for noisy data. Regarding numerical experiments we consider: i) a 2D Inverse Potential Problem, ii) an Image Deblurring Problem; the computational efficiency of the method is compared with standard implementations of the iT method.

On inertial iterated Tikhonov methods for solving ill-posed problems

TL;DR

The paper addresses solving ill-posed linear equations from noisy measurements by introducing the inertial iterated Tikhonov (iniT) method, an implicit two-point extension of the iterated Tikhonov approach. At each iteration, it extrapolates to and computes by minimizing , equivalently solving . The authors prove convergence for exact data under suitable conditions on and , and establish stability and semi-convergence with a discrepancy principle for noisy data when are chosen with summable . Numerical experiments on a 2D Inverse Potential Problem and an Image Deblurring Problem show that iniT reduces the number of inner CG steps and overall iterations compared to iT, and remains competitive with explicit two-point schemes (Nesterov, FISTA). These results indicate that inertial two-point proximal updates are effective regularization tools for linear ill-posed problems, offering practical computational advantages in PDE- and integral-operator settings.

Abstract

In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We establish convergence for exact data, and stability and semi-convergence for noisy data. Regarding numerical experiments we consider: i) a 2D Inverse Potential Problem, ii) an Image Deblurring Problem; the computational efficiency of the method is compared with standard implementations of the iT method.
Paper Structure (9 sections, 9 theorems, 59 equations, 8 figures, 2 tables, 2 algorithms)

This paper contains 9 sections, 9 theorems, 59 equations, 8 figures, 2 tables, 2 algorithms.

Key Result

Lemma 2.2

Let $(x_k)$, $(w_k)$ be sequences generated by Algorithm alg:init-exact. Given $x \in X$, it holds

Figures (8)

  • Figure 1: IPP Noise level $0.1\%$. Results obtained by the iniT method (the stopping criterion is reached at $k^*(\delta) = 17$ steps). (TOP) Ground truth $x^\star$; (CENTER) Approximate solution $x_{17}^\delta$; (BOTTOM) Relative iteration error $|x_{17}^\delta-x^\star| / |x^\star|$.
  • Figure 2: IPP Noise level $0.1\%$. Comparison between iT and iniT methods. (TOP) Relative iteration error; (BOTTOM) Relative residual.
  • Figure 3: IPP Noise level $5.0\%$. Comparison between iT and iniT methods. (TOP) Relative iteration error; (BOTTOM) Relative residual.
  • Figure 4: IPP Noise level $0.1\%$. Comparison between iT method and iniT method with constant $\alpha_k$. (TOP) Relative iteration error; (BOTTOM) Relative residual.
  • Figure 5: IPP Noise level $5.0\%$. Comparison between iT method and iniT method with constant $\alpha_k$. (TOP) Relative iteration error; (BOTTOM) Relative residual.
  • ...and 3 more figures

Theorems & Definitions (24)

  • Remark 2.1
  • Lemma 2.2
  • proof
  • Remark 2.4
  • Proposition 2.5
  • proof
  • Remark 2.6
  • Remark 2.7
  • Theorem 2.8: Convergence for exact data
  • proof
  • ...and 14 more