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中国工业与应用数学学会会刊
主管:中华人民共和国教育部
主办:西安交通大学
ISSN 1005-3085  CN 61-1269/O1

工程数学学报 ›› 2024, Vol. 41 ›› Issue (3): 432-446.doi: 10.3969/j.issn.1005-3085.2024.03.004

• • 上一篇    下一篇

大型离散不适定问题的广义G-K双对角正则化算法

杨思雨1,2,  王正盛1,2,  李  伟1,2,  徐贵力3   

  1. 1. 南京航空航天大学数学学院,南京 210016
    2. 飞行器数学建模与高性能计算工信部重点实验室,南京 210016
    3. 南京航空航天大学自动化学院,南京 210016
  • 收稿日期:2021-09-26 接受日期:2023-04-27 出版日期:2024-06-15 发布日期:2024-08-15
  • 基金资助:
    国家自然科学基金 (62073161);中央高校基本科研业务费专项资金 (NG2023004).

A Generalized Golub-Kahan Bidiagonalization Regularization Method for Large Discrete Ill-posed Problems

YANG Siyu1,2,  WANG Zhengsheng1,2,  LI Wei1,2,  XU Guili3   

  1. 1. School of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing 210016
    2. Key Laboratory of Mathematical Modelling and High Performance Computing of Air Vehicles, MIIT, Nanjing 210016
    3. College of Automation Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing 210016
  • Received:2021-09-26 Accepted:2023-04-27 Online:2024-06-15 Published:2024-08-15
  • Supported by:
    The National Natural Science Foundation of China (62073161); the Fundamental Research Funds for the Central Universities (NG2023004).

摘要:

不适定问题常常出现于科学和工程等诸多领域,求解此类问题的难点在于其解对扰动的高度敏感性。正则化方法由于用与原不适定问题相邻近的适定问题的解逼近原问题的解,成为求解不适定问题的一类有效算法。近来,用不同范数分别约束保真项和正则项的极小化模型求解不适定问题的正则化方法引起了广泛关注。本文针对大型离散不适定问题的不同范数约束优化模型,基于Majorization-Minimization优化算法和Golub-Kahan Lanczos双对角化过程,采用基于偏差原理的正则化参数选择策略,提出了一种求解大型离散不适定问题的广义Golub-Kahan双对角化正则化算法,并给出了所提算法的收敛性理论证明。本文对新算法进行了数值实验,并与已有算法进行了比较,数值结果表明所提算法与已有算法相比在计算效能等方面更具优势;新算法应用到图像恢复问题的算例验证了新算法在图像恢复应用中的实用性和有效性。新算法由于其更低迭代运算和更高计算效率而更具吸引力。

关键词: $l_p-l_q$极小化, 不适定问题, 迭代正则化方法, Golub-Kahan Lanczos双对角化

Abstract:

Ill-posed problems arise in many areas of science and engineering. Their solutions, if they exist, are very sensitive to perturbations in the data. In order to reduce this sensitivity, typically, regularization methods replace the original problem by a minimization problem with a fidelity term and a regularization term and are popularly used to solve the ill-posed problems. Recently, the use of a $p$-norm to measure the fidelity term, and a $q$-norm to measure the regularization term, has received considerable attention. This paper presents a new efficient approach for the solution of the $p$-norm and $q$-norm minimization model of large discrete ill-posed problems, based on the majorization-minimization framework and the Golub-Kahan Lanczos bidiagonalization process, by using the discrepancy principle to choose the regularization parameters, called Majorization-Minimization Generalized Golub-Kahan Lanczos bidiagonalization regularization method (MM-GKL). The proof of the convergence analysis is provided. Numerical experiments illustrate that the proposed new method is more effective and less computational cost than the existing methods. Computed image restoration examples illustrate that it suffices to carry out less computational cost to achieve higher quality restorations. The combination of a low iteration count and a less computational cost requirement makes the proposed method attractive.

Key words: $l_p-l_q$ minimization, ill-posed problem, iterative regularization method, Golub-Kahan Lanczos bidiagonalization

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