The levenberg-marquardt method for approximation of solutions of irregular operator equations |
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Authors: | V V Vasin |
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Affiliation: | 1. Institute of Mathematics and Mechanics, Ural Branch, Russian Academy of Sciences, Yekaterinburg, Russia
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Abstract: | An ill-posed problem is considered in the form of a nonlinear operator equation with a discontinuous inverse operator. It
is known that in investigating a high convergence of the methods of the type of Levenberg-Marquardt (LM) method, one is forced
to impose very severe constraints on the problem operator. In the suggested article the LM method convergence is set up not
for the initial problem, but for the Tikhonov-regularized equation. This makes it possible to construct a stable Fejer algorithm
for approximation of the solution of the initial irregular problem at the conventional, comparatively nonburdensome conditions
on the operator. The developed method is tested on the solution of an inverse problem of geophysics. |
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