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Optimisation in the regularisation ill-posed problems

Published online by Cambridge University Press:  17 February 2009

A. R. Davies  and
R. S. Anderssen
A. R. Davies
Affiliation:
Department of Applied Mathematics, University College of Wales, Aberystyth SY23 3BZ, United Kingdom.
R. S. Anderssen
Affiliation:
Division of Mathematics and Statistics, C.S.I.R. O., P. O. Box 1965, Canberra City, A.C.T. 2601, Australia.
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We survey the role played by optimization in the choice of parameters for Tikhonov regularization of first-kind integral equations. Asymptotic analyses are presented for a selection of practical optimizing methods applied to a model deconvolution problem. These methods include the discrepancy principle, cross-validation and maximum likelihood. The relationship between optimality and regularity is emphasized. New bounds on the constants appearing in asymptotic estimates are presented.

Information

Type
Research Article
Information
The ANZIAM Journal , Volume 28 , Issue 1 , July 1986 , pp. 114 - 133
Copyright
Copyright © Australian Mathematical Society 1986

References

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