A Lepskij-type stopping rule for regularized Newton methods

被引:60
作者
Bauer, F
Hohage, T
机构
[1] Univ Gottingen, Inst Math Stochast, D-37073 Gottingen, Germany
[2] Univ Gottingen, Inst Numer & Appl Math, D-37083 Gottingen, Germany
关键词
D O I
10.1088/0266-5611/21/6/011
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We investigate an a posteriori stopping rule of Lepskij-type for a class of regularized Newton methods and show that it leads to order optimal convergence rates for Holder and logarithmic source conditions without a priori knowledge of the smoothness of the solution. Numerical experiments show that this stopping rule yields results at least as good as, and in some situations significantly better than, Morozov's discrepancy principle.
引用
收藏
页码:1975 / 1991
页数:17
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