Seminário de Otimização & Problemas Inversos
Título: Inexact Newton regularizations with uniformly convex stability terms: a unified convergence analysis
Fábio Margotti (UFSC)
Resumo: We present a unified convergence analysis of inexact Newton regularizations for nonlinear ill-posed problems in Banach spaces. These schemes consist of an outer (Newton) iteration and an inner iteration which provides the update of the current outer iterate. To this end the nonlinear problem is linearized about the current iterate and the resulting linear system is approximately (inexactly) solved by an inner regularization method. In our analysis we only rely on generic assumptions of the inner methods and we show that a variety of regularization techniques satisfies these assumptions. For instance, gradient-type and iterated-Tikhonov methods are covered. Not only the technique of proof is novel, but also the results obtained, because for the first time uniformly convex penalty terms stabilize the inner scheme.
Palestrante: Fábio Margotti (UFSC)
Data: Segunda-feira, 19 de Junho , 14h
Local: Auditório Airton Silva do Departamento de Matemática
Maiores informações: http://mtm.ufsc.br/~maicon/seminar
E. Krukoski
Tags:
Banach spacesill-posed problemsnonlinearunified convergence analysis
Seminários de Otimização
Local convergence of Levenberg-Marquardt methods for nonzero-residue nonlinear least-squares problems under an error bound condition
Expositor: Douglas S. Gonçalves (UFSC)
Resumo: The Levenberg-Marquardt method (LM) is widely used for solving nonlinear systems of equations, as well as nonlinear least-squares problems. In this study, we consider local convergence issues of the LM method when applied to nonzero-residue nonlinear least-squares problems under an error bound condition, which is weaker than requiring full-rank of the Jacobian in a neighborhood of a stationary point. Differently from the zero-residue case, the choice of the LM parameter is shown to be dictated by (i)~the behavior of the rank of the Jacobian, and (ii)~a combined measure of nonlinearity and residue size in a neighborhood of the set of (possibly non-isolated) stationary points of the sum of squares function.
Data: Sexta-feira, 31 de agosto, 10h30m
Local: Auditório Airton Silva, sala MTM007 do Departamento de Matemática.
Maiores informações: www.mtm.ufsc.br/~maicon/seminar
E. Krukoski
Tags:
least-squares problemsLevenberg-MarquardtLM methodnonlinearnonzero-residueotimizaçãoSeminários
Seminario de Matematica Aplicada
On a family of gradient type projection methods for nonlinear ill-posed problems
Prof. Dr. Antonio C. G. Leitão – MTM/UFSC
Resumo: We propose and analyze a family of successive projection methods whose step direction is the same as Landweber method for solving nonlinear ill-posed problems that satisfy the Tangential Cone Condition (TCC). This family encompasses Landweber method, the minimal error method, and the steepest descent method; thus providing an unified framework for the analysis of these methods. Moreover, we define in this family new methods which are convergent for the constant of the TCC in a range twice as large as the one required for the Landweber and other gradient type methods.
Dia – Hora: 07/07/2016 – 15:00 h
Local: Auditório Departamento de Matemática, MTM 007, CFM/UFSC
Cartaz
E. Krukoski
Tags:
ill-posed problemsMatematica AplicadanonlinearSeminario