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CONVERGENCE ANALYSIS OF AN ITERATIVE METHOD FOR NONLINEAR
OPERATOR EQUATIONS USING A MAJORIZING SEQUENCE
Atef. I. Elmahdy*
Department of Mathematical and Computational Sciences,National Institute of Technology Karnataka, Surathkal, India-575025.
E-mail: [email protected]
(Received on: 27-05-11; Accepted on: 08-06-11)
---
ABSTRACT
In this paper we consider the Lavrentiev regularization method for obtaining stable approximate solution to nonlinear
ill-posed operator equationsF
(
x
)
=
y
,
whereF
:
D
(
F
)
⊂
X
→
X
is a nonlinear monotone operator andX
isa real Hilbert space. Under the assumption that
F
is Lipschitz continuous, the iteration(
,)
δα n
x
converges to theunique solution
x
αδ of the equationF
(
x
)
=
y
δ+
α
(
x
0−
x
)
.MSC: 65J20, 65J15, 47J06, 47J35; 47H05
Keywords: Nonlinear ill-posed operator, Monotone operator, Majorizing sequence, Lavrentiev regularization.
---
1. INTRODUCTION:
In computational mathematics, an iterative method is a mathematical procedure that generates a sequence of improving approximate solutions for a class of problems. A specific implementation of an iterative method, including the termination criteria, is an algorithm of the iterative method. An iterative method is called convergent if the corresponding sequence converges for given initial approximations. A mathematically rigorous convergence analysis of an iterative method is usually performed; however, heuristic-based iterative methods are also common.
Let
F
:
D
(
F
)
⊂
X
→
X
is a nonlinear monotone operator andX
is a real Hilbert space with inner product⋅
,
⋅
and the corresponding norm
.
. Recall thatF
is monotone operator if it satisfies the relation).
(
,
0,
),
(
)
(
x
F
y
x
y
x
y
D
F
F
−
−
≥
∀
∈
We are interested in obtaining a stable approximate solution for nonlinear ill-posed operator equation
(1.1)
,
)
(
x
y
F
=
when the data
y
is not known exactly. Further we assume that:• Instead of an exact right-hand side
y
we are given only its perturbationy
δ∈
X
, such that(1.2)
,
δ
δ≤
−
y
y
where
δ
is the known noise level.• The equation (1, 1) has a solution
x
† (which need not be unique).• The operator
F
possesses a locally uniformly bounded Fr chet-derivativeF
′
(
⋅
)
in
B
r(
x
0)
B
r(
x
†)
⊆
D
(
F
)
⊆
X
00 ,
† 0 0
x
x
r
=
−
andx
0 is the initial guess for the solution.---
IJMA- 2(6), June-2011, Page: 824-831
The numerical treatment of nonlinear ill-posed problems equation (1.1) in which the solution does not depend continuously on the data requires the application of special regularization methods. Again equation (1.1) is ill-posed,
and then the problem of recovery of
x
†⊆
D
(
F
)
from a known noisy equationF
(
x
)
=
y
δ can cause large deviation in the solution. SinceF
is monotone, one can use the Lavrentiev regularization method for solving (1.1). (See [9]). In this method the regularized approximationx
αδ is obtained by solving the operator equation(1.3)
,
)
(
)
(
x
α
x
x
0y
δF
+
−
=
It is known (cf. [9], Theorem 1.1) that the equation (1.3) has a unique solution for any
α
≥
0
,
which called theregularization parameter. In practice one has to deal with some sequence
(
,)
δα
n
x
, converging to the solutionx
αδ of(1.3), (see [2], and [6]). In [2] Bakushinsky and Smirnova considered an iteratively regularized Lavrentiev method:
(1.4)
))
(
)
(
(
)
(
01
1
x
A
I
F
x
y
x
x
x
k=
k−
k+
k−
+
k k−
− +
δ δ
δ δ
δ δ δ
α
α
for
k
=
0
,
1
,
2
,
,
whereA
kδ=
F
′
(
x
kδ)
and(
α
k)
is a sequence of positive real numbers such thatlim
=
0
→∞ k
k
α
, as an approximate solution for (1.1). A general discrepancy principal has been considered in [2] for choosing the stoppingindex
k
δ and showed thatx
kδ→
x
†δ as
δ
→
0
. However no error estimates for†
x
x
kδ−
δ has been given in
[2]. Later in [7], Mahale and Nair considered the method (1.4) and obtained an error estimate for
x
kδ−
x
†,
under weaker assumptions than the assumptions in [2] (see [7]).In [3], Elmahdy considered an iterative regularization method:
(1.5)
)),
(
)
(
(
, , 0, ,
1
x
F
x
y
x
x
x
n+=
n−
n−
+
n−
δ α δ
δ α δ
α δ
α
β
α
for solving the nonlinear equation (1,1) where
β
>
0
andx
0:
=
x
δ0,αis starting point of the iteration and proved that)
(
,δ α n
x
converges to the unique solutionx
αδ of (1.3) under the following Assumptions.Assumption: 1.1 There exists
r
0>
0
such that(
0)
(
†)
(
)
0
0
x
B
x
D
F
B
r r⊆
andF
is Fr chet differentiable at all).
(
)
(
0 †0 0
x
B
x
B
x
∈
r rAssumption: 1.2 There exists a constant
L
>
0
such that for every,
(
0)
(
†).
0 0
x
B
x
B
u
x
∈
r r andv
∈
X
there exists an elementφ
(
x
,
u
,
v
)
∈
X
satisfying.
)
,
,
(
),
,
,
(
)
(
)]
(
)
(
[
F
′
x
−
F
′
u
v
=
F
′
u
φ
x
u
v
φ
x
u
v
≤
L
v
Assumption: 1.3 There exists a continuous, strictly monotonically increasing function
ϕ
:
(
0
,
a
]
→
(
0
,
∞
)
with
a
≥
F
′
(
x
†)
, satisfyinglim
(
)
0
0
=
→
ϕ
λ
λ and there exist
v
∈
X
withv
≤
1
such thatv
x
F
x
x
0−
†=
ϕ
(
′
(
†))
andsup
(
)
(
),
(0,
a].
0
∈
∀
≤
+
≥
λ
α
ϕ
α
λ
λ
αϕ
ϕ λ
c
In this paper we use the following modified form of Assumption 1.2
Assumption: 1.4 There exists a constant
k
0>
0
such that for every,
(
0)
(
†).
0 0
x
B
x
B
u
x
∈
r r andv
∈
X
there exists an elementφ
(
x
,
u
,
v
)
∈
X
satisfying.
)
,
,
(
),
,
,
(
)
(
)]
(
)
(
IJMA- 2(6), June-2011, Page: 824-831
Note that from Assumption 1.4 there follows Assumption 1.2 with
L
=
k
0x
−
u
. Hence Assumption 1.4 is stronger than Assumption 1.2. We will give a new stopping rulen
δfor the iteration different of the stopping rule using in [3]and provide an optimal order error estimate under a general source condition on †
.
0
x
x
−
Moreover we shall use the adaptive parameter selection procedure suggested by Pereverzev and Schock in [8], for choosing the regularization parameterα
in(
,)
δ α
n
x
.The plan of this paper is as follows. In Section 2, we introduce the convergence analysis of the method and in Section 3, we give an error bounds under source conditions. Section 4 deals with starting points and algorithm. Finally, we give some concluding remarks in Section 5.
2. CONVERGENCE ANALYSIS:
Here we consider the method (1.5) for solving the nonlinear equation (1.1). The main goal of this section is to provide sufficient conditions for the convergence of method (1.5) to the unique solution
x
αδ of (1.3) by using a majorizingsequence and obtain an error estimate for
x
δn,α−
x
αδ . Recall (see [1], Definition 1.3.11) that a nonnegative sequence)
(
t
n is said to be a majorizing sequence of a sequence(
x
n)
inX
if.
0
1
1
−
≤
+−
∀
≥
+
x
t
t
n
x
n n n nDuring the convergence analysis we will be using the following Lemma on majorization, which is a reformulation of Lemma 1.3.12 in [1].
Lemma 2.1: Let
(
t
n)
be a majorizing sequence for(
x
n)
inX
. If *n
lim
t
n=
t
∞→ , then
x
lim
nx
n *∞ →
=
exists and
x
*−
x
≤
t
*−
t
∀
n
≥
0
.
(2.6)
n n
Proof: Note that
(2.7)
,
)
(
1 n1 1
1
x
t
t
t
t
x
x
x
j j n mm n
n j m
n
n j
j j n
m
n
−
≤
−
≤
+−
=
+−
− +
= −
+
= + +
so
(
x
n)
is a Cauchy sequence inX
and hence(
x
n)
converges to somex
*.
The error estimate in (2.6) follows from (2.7) asm
→
∞
.
The next Lemma on majorizing sequence is used to prove the convergence of the method (1.5), proof of which is analogous to the proof of Lemma 2.2 in [3].
Lemma: 2.2 Assume there exist nonnegative numbers
R
,
β
,
η
,
and
r
∈
(
0
,
1
)
such that for alln
≥
0
,(2.8)
.
)
1
(
−
βα
2+
β
2R
2η
r
n≤
r
Then the sequence
(
t
n),
n
≥
0
, given byt
0=
0
,
t
1=
η
,
(2.9)
)
(
)
1
(
2 2 2 11 −
+
=
n+
−
+
n−
nn
t
R
t
t
t
βα
β
is increasing, bounded above by
r
t
−
=
1
:
* *
η
, and converges to some
t
* such thatr
t
−
≤
<
1
0
*η
. Moreover, for0
≥
n
;(2.10)
,
)
(
0
1 1 nη
n n n
n
t
r
t
t
r
t
−
≤
−
≤
≤
+ −and
(2.11)
.
1
*
η
r
r
t
t
n n
IJMA- 2(6), June-2011, Page: 824-831
To prove the convergence of the sequence
(
,)
δα
n
x
defined in (1.5) we introduce the following notations.• Suppose that the Lipschitz condition is satisfied for the operator
F
, namely there exists a constantR
>
0
such that
(2.12)
,
)
(
)
(
x
F
y
R
x
y
x,y
D(F)
F
−
≤
−
∀
∈
Let
(2.13)
,
1
)
(
:
0β
ω
δ≤
−
=
F
x
y
with
.
)
(
2
2 2
+
R
<
α
α
β
The following Lemma based on the Assumption 1.4 will be used in our proofs.
Lemma: 2.3 ([5] Lemma 2.3) For
,
(
0)
0
x
B
v
u
∈
r−
−
+
′
=
−
′
−
−
1
0
.
)
,
),
(
(
)
(
)
)(
(
)
(
)
(
u
F
v
F
u
u
v
F
u
v
t
u
v
u
u
v
dt
F
φ
Let
(2.14)
)].
(
)
(
[
:
)
(
x
x
F
x
y
x
x
0G
=
−
β
−
δ+
α
−
Note that with the above notation,
G
(
x
nδ,α)
=
x
δn+1,α.Theorem 2.4: Let
t
*≤
r
0 and suppose that the equations (2.12) and (2.13) hold. Let the assumptions in Lemma 2.2 aresatisfied. Then the sequence
(
x
δn,α)
defined in (1.5) is well defined andx
n,∈
B
t*(
x
0)
δ
α for all
n
≥
0
. Further)
(
x
nδ,α is a Cauchy sequence inB
t*(
x
0)
and hence converges tox
∈
B
t*(
x
0)
⊂
B
t**(
x
0)
δ
α and
).
(
)
(
x
αδy
δα
x
0x
αδF
=
+
−
Moreover, the following estimate hold for all
n
≥
0
,2.15)
(
,
1 ,
,
1 n n n
n
x
t
t
x
δ+ α−
δα≤
+−
and
2.16)
(
.
1
* ,
r
r
t
t
x
x
n n n
−
≤
−
≤
−
αδη
δ α
Proof: Let G be as in (2.14). Then for
u
,
v
∈
D
(
G
)
,)]
(
)
(
[
)]
(
)
(
[
)
(
)
(
u
G
v
u
v
F
u
y
u
x
0F
v
y
v
x
0G
−
=
−
−
β
−
δ+
α
−
+
β
−
δ+
α
−
)]
(
)
(
[
)
)(
1
(
=
−
αβ
u
−
v
−
β
F
u
−
F
v
Also we have,
2 2
)]
(
)
(
[
)
)(
1
(
)
(
)
(
u
G
v
u
v
F
u
F
v
G
−
=
−
αβ
−
−
β
−
2 2
2 2
)
(
)
(
1
≤
−
αβ
u
−
v
+
β
F
u
−
F
v
2 2
2
2
]
)
1
(
[
≤
−
αβ
+
R
β
u
−
v
The last equation by (2.12), so we have
2.17)
(
.
)
1
(
)
(
)
(
u
G
v
2R
2 2u
v
G
−
≤
−
αβ
+
β
−
Take
)
(
2
2 2
+
R
<
α
α
IJMA- 2(6), June-2011, Page: 824-831
On the other hand we shall prove that the sequence
(
t
n),
n
≥
0
defined in Lemma 2.2 is a majorizing sequence of thesequence
(
x
δn,α)
andx
n,∈
B
t*(
x
0)
δ
α for all
n
≥
0
.Note that
x
1δ,−
x
0=
β
(
F
(
x
0)
−
y
δ)
≤
1
=
η
=
t
1−
t
0α , assume that
2.18)
(
,
1 , ,
1
x
t
t
i
k
x
iδ+ α−
iδα≤
i+−
i∀
≤
for some k. Then
x
δk+1,α−
x
0≤
x
kδ+1,α−
x
δk,α+
x
kδ,α−
x
δk−1,α+
+
x
1δ,α−
x
0
≤
t
k+1−
t
k+
t
k−
t
k−1+
+
t
1−
t
0≤
t
k+1≤
t
*.So
x
i+1,∈
B
t*(
x
0)
for
all
i
≤
k
,
and
hence,
by
(2.17)
and
(2.18),
δ α
)
(
)
1
(
)
1
(
2 2 2 1, , 2 2 2 1 2 1, 1 ,
2 + + + + +
+
−
k≤
−
+
k−
k≤
−
+
k−
k=
k−
kk
x
R
x
x
R
t
t
t
t
x
αβ
β
δαβ
β
α δ
α δ
α δ
α .
Thus by induction
x
n+1,−
x
δn,≤
t
n+1−
t
n,
αδ
α for all
n
≥
0
and hence(
t
n),
n
≥
0
is a majorizing sequence of thesequence
(
x
δn,α)
. In particularx
δn,α−
x
0≤
t
n≤
t
*,
i.e.,x
n,∈
B
t*(
x
0)
δ
α for all
n
≥
0
. So by Lemma 2.1, thesequence
(
,)
δα n
x
,n
≥
0
is a Cauchy sequence and converges to somex
∈
B
t*(
x
0)
⊂
B
t**(
x
0)
δα and
.
1
*
,
η
δ α δ
α
r
r
t
t
x
x
n n n
−
≤
−
≤
−
Now by letting n in (1.5) we obtain
F
(
x
αδ)
=
y
δ+
α
(
x
0−
x
αδ).
3. ERROR BOUNDS UNDER SOURCE CONDITIONS:
To obtain an error estimate for
x
nδ,α−
x
† it is enough to obtain an error estimate forx
αδ−
x
†.
To obtain an errorestimate for
x
αδ−
x
† we use the error estimate forx
αδ−
x
α andx
α−
x
† wherex
αis the unique solution ofthe equation
F
(
x
)
+
α
(
x
−
x
0)
=
y
.
It is known (cf. [9] Proposition 3.1) that(3.19)
α
δ
α δα
−
x
≤
x
and (cf. [5] Theorem 3.1) that
(3.20)
).
(
)
1
(
0 0†
α
ϕ
ϕα
x
k
r
c
x
−
≤
+
Theorem: 3.1 Let
x
δα be the unique solution of (1.3) andx
δn,α be as in (1.5). Let the assumptions in Theorem 2.4 and (3.19), (3.20) be satisfied. Then we have the following:
x
nδ,α−
x
†≤
x
δn,α−
x
αδ+
x
αδ−
x
α+
x
α−
x
†
(
1
)
(
).
(3.21)
1
α
00ϕ
α
δ
η
ϕ
c
r
k
r
r
n+
+
+
−
≤
Theorem: 3.2 Let
x
nδ,α be as in (1.5). Let the assumptions in Theorem 2.4 and Theorem 3.1 be satisfied.Let
}
1
:
min{
:
α
δ
η
δ
≤
−
=
r
r
n
n
n
. Then we have:
(3.22)
).
)
(
}(
)
1
(
,
2
max{
00† ,
α
δ
α
ϕ
ϕ δα
−
x
≤
k
r
+
c
+
IJMA- 2(6), June-2011, Page: 824-831
3.1. A PRIORI CHOICE OF THE PARAMETER:
The error estimate
α
δ
α
ϕ
(
)
+
in (4.33) is of optimal order ifα =
:
α
δ satisfies,ϕ
(
α
δ)
α
δ=
δ
. Now using thefunction
ψ
(
λ
)
:
=
λϕ
−1(
λ
)
,
0
<
λ
≤
a
we haveδ
=
α
δϕ
(
α
δ)
=
ψ
(
ϕ
(
α
δ))
, so thatα
ϕ
1(
ψ
1(
δ
))
δ− −
=
.Theorem: 3.3 Let
ψ
(
λ
)
:
λϕ
−1(
λ
)
=
for0
<
λ
≤
a
and assumptions in Theorem 3.2 holds. Forδ
>
0
, let))
(
(
11
ψ
δ
ϕ
α
δ=
− −and let
n
δ}
1
:
min{
:
α
δ
η
δ
≤
−
=
r
r
n
n
n
then
)).
(
(
1†
,
ψ
δ
δ α
δ
−
=
−
x
O
x
n3.2.AN ADAPTIVE CHOICE OF THE PARAMETER:
Now, we will present a parameter choice rule based on the adaptive method studied in [8].
In practice, the regularization parameter
α
is often selected from some finite set(3.23)
}
,
,
1
,
0
,
{
:
)
(
0i
M
D
Mα
=
α
i=
µ
iα
=
Where
µ
>
1
, M is big enough but not too large andα
0=
δ
.Let
(3.24)
}.
1
:
min{
:
M n
M
r
r
n
n
α
δ
η
≤
−
=
Then we have
(3.25)
1
0
,
,
x
i
,
,
, M.
x
i
nM i
−
i≤
α
∀
=
δ
δ α δα
Let δ α i M
n
i
x
x
:
=
, . The parameter choice strategy that we are going to consider in this paper, we selectα
=
α
i from)
(
α
M
D
and operate only with correspondingx
i,i
=
0
,
1
,
, M.
Theorem 3.4: Assume that there exists
i
∈
{
0
,
1
,
, M
}
such thati i
α
δ
α
ϕ
(
)
≤
. Let assumptions of Theorem 3.3and equations (3.24), (3.25) hold and let
M
i
l
i i
≤
<
=
max{
:
(
)
}
:
α
δ
α
ϕ
,(3.26)
}.
,
,
1
,
0
,
)
)
1
(
2
4
(
:
max{
:
i
x
x
k
0r
0c
j
i
k
j j
i
−
≤
+
+
=
=
α
δ
ϕand
k
l
Then
≤
†
ψ
−1(
δ
),
≤
−
x
c
x
kwhere
c
=
3
(
2
+
(
k
0r
0+
1
)
c
ϕ)
µ
.
Proof: To see that
l
≤
k
, it is enough to show that, for eachi
∈
{
1
,
, M
}
,.
,
,
1
,
0
,
)
)
1
(
2
4
(
)
(
x
x
k
0r
0c
j
i
j j
i i
i
≤
−
≤
+
+
∀
=
α
δ
α
δ
α
ϕ
ϕIJMA- 2(6), June-2011, Page: 824-831
.
)
)
1
(
2
4
(
2
)
(
)
1
(
2
)
(
)
1
(
0 0 0 0 0 0 † † j j j i i j i j i
c
r
k
c
r
k
c
r
k
x
x
x
x
x
x
α
δ
α
δ
α
ϕ
α
δ
α
ϕ
ϕ ϕ ϕ+
+
≤
+
+
+
+
+
≤
−
+
−
≤
−
Thus the relation
l
≤
k
is proved. Next we observe that.
)
)
1
(
2
(
3
)
)
1
(
2
4
(
2
)
(
)
1
(
0 0 0 0 0 0 † † l l l l k l l k
c
r
k
c
r
k
c
r
k
x
x
x
x
x
x
α
δ
α
δ
α
δ
α
ϕ
ϕ ϕ ϕ+
+
≤
+
+
+
+
+
≤
−
+
−
≤
−
Now since
α
δ≤
α
l+1≤
µα
l, it follows that
µϕ
(
α
)
µψ
1(
δ
).
α
δ
µ
α
δ
δ δ −=
=
≤
l).
(
)
)
1
(
2
(
3
0 0 1†
µψ
δ
ϕ −
+
+
≤
−
x
k
r
c
x
kThis completes the proof of the theorem.
4. IMPLEMENTATION OF ADAPTIVE CHOICE RULE:
Here we provide an algorithm for the determination of a parameter fulfilling the balancing principle (3.26) and also provide a starting point for the iteration (1.5) approximating the unique solution
x
αδ of (1.3). The choice of the starting point involves the following steps:• Choose
0
<
α
0<
1
,0
<
r
<
1
andµ
>
1
.
• Choose
η
>
0
such that(
1
−
βα
0)
2+
β
2R
2η
≤
r
.
• Choose
x
0∈
D
(
F
)
such that ( 0) 1,β
δ
≤ −y x
F with
.
)
(
2
2 2 0 0R
+
<
α
α
β
The choice of the stopping index
n
M involves the following two steps:• Choose the parameter
α
M=
µ
Mα
0 big enough withµ
>
1
, not too large.• Choose
n
M such that}.
1
:
min{
:
M n Mr
r
n
n
α
δ
η
≤
−
=
Finally the adaptive algorithm associated with the choice of the parameter specified in Theorem 3.4 involves the following steps:
4.1. ALGORITHM:
• Set
i
←
0
• Solve δ α i M
n
i
x
x
:
=
, by using the iteration (1.5).• If
x
i−
x
j≥
(
4
+
2
(
k
0r
0+
1
)
c
)
j,
j
≤
i
,
then take
k
=
i
−
1
µ
δ
ϕ .
IJMA- 2(6), June-2011, Page: 824-831
5. CONCLUDING REMARKS:
In this paper we used the adaptive method considered by Pereverzev and Schock in [8] for choosing the regularization parameter
α
in (1.3) and we provided a method for computing the unique solutionx
αδ of the equation (1.3). Here, an optimal error estimate has been obtained under a general source condition. We also provide a new stopping rule for the iteration index as (3.24). Note that our method always gives the optimal order(
ψ
−1(
δ
))
O
under a general sourcecondition;
x
0−
x
†=
ϕ
(
F
′
(
x
†))
v
,v
∈
X
withv
≤
1
. Hereϕ
is a monotonically increasing function as inAssumption 1.3 and
ψ
(
λ
)
:
=
λϕ
−1(
λ
)
.
ACKNOWLEDGEMENTS:
I wish to express my sincere gratitude to the anonymous referee for helpful comments and hints. This helped to make the presentation of this paper much clearer.
REFERENCE:
[1] Argyros, I. K., Convergence and applications of Newton-type iterations, (2008) Springer.
[2] Bakushinsky, A. and Smirnova, A., On application of generalized discrepancy principle to iterative methods for nonlinear ill-posed problems, Numer. Funct. Anal. And Optimiz., 26(1), (2005), 35 - 48.
[3] Elmahdy, A. I., Lavrentiev regularization and majorizing sequence for solving non-linear ill-posed operator equations with monotone operators, (2011) (Communicated).
[4] George, S. and Elmahdy, A. I., An analysis of Lavrentiev regularization for nonlinear ill-posed problems using an iterative regularization method, Int.J.Comput.Appl.Math., 5(3), (2010) ,369 - 381.
[5] George, S. and Elmahdy, A. I., A quadratic convergence yielding iterative method for nonlinear ill-posed operator equations, CMAM, (2011) (To appear).
[6] Jin. Qi-Nian, On the iteratively regularized Gauss-Newton method for solving nonlinear ill-posed problems, Mathematics of Computation, 69(232), (2000), 1603 - 1623.
[7] Mahale. P. and Nair. M. T., Iterated Lavrentiev regularization for nonlinear ill-posed problems, ANZIAM Journal, 51, (2009), 191 -217.
[8] Perverzev, S. V. and Schock, E., On the adaptive selection of the parameter in regularization of ill-posed problems, SIAM J. Numer. Anal., 43(5), (2005), 2060 - 2076.
[9] Tautanhahn, U., On the method of Lavrentiev regularization for nonlinear ill-posed problems, Inverse Problems, 18(1), (2002), 191 - 207.