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.
