A Semismooth Newton Method for Tikhonov Functionals with Sparsity Constraints
نویسنده
چکیده
Minimization problems in l for Tikhonov functionals with sparsity constraints are considered. Sparsity of the solution is ensured by a weighted l 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. AMS classification scheme numbers: 65J22, 90C53, 49N45
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تاریخ انتشار 2007