NAFeb 12, 2019
Bouligand-Landweber iteration for a non-smooth ill-posed problemChristian Clason, Vu Huu Nhu
This work is concerned with the iterative regularization of a non-smooth nonlinear ill-posed problem where the forward mapping is merely directionally but not Gâteaux differentiable. Using a Bouligand subderivative of the forward mapping, a modified Landweber method can be applied; however, the standard analysis is not applicable since the Bouligand subderivative mapping is not continuous unless the forward mapping is Gâteaux differentiable. We therefore provide a novel convergence analysis of the modified Landweber method that is based on the concept of asymptotic stability and merely requires a generalized tangential cone condition. These conditions are verified for an inverse source problem for an elliptic PDE with a non-smooth Lipschitz continuous nonlinearity, showing that the corresponding Bouligand--Landweber iteration converges strongly for exact data as well as in the limit of vanishing data if the iteration is stopped according to the discrepancy principle. This is illustrated
NAFeb 10, 2017
Functional error estimators for the adaptive discretization of inverse problemsChristian Clason, Barbara Kaltenbacher, Daniel Wachsmuth
So-called functional error estimators provide a valuable tool for reliably estimating the discretization error for a sum of two convex functions. We apply this concept to Tikhonov regularization for the solution of inverse problems for partial differential equations, not only for quadratic Hilbert space regularization terms but also for nonsmooth Banach space penalties. Examples include the measure-space norm (i.e., sparsity regularization) or the indicator function of an $L^\infty$ ball (i.e., Ivanov regularization). The error estimators can be written in terms of residuals in the optimality system that can then be estimated by conventional techniques, thus leading to explicit estimators. This is illustrated by means of an elliptic inverse source problem with the above-mentioned penalties, and numerical results are provided for the case of sparsity regularization.
NAMay 4, 2018
Regularization of ill-posed problems with non-negative solutionsChristian Clason, Barbara Kaltenbacher, Elena Resmerita
This survey reviews variational and iterative methods for reconstructing non-negative solutions of ill-posed problems in infinite-dimensional spaces. We focus on two classes of methods: variational methods based on entropy-minimization or constraints, and iterative methods involving projections or non-negativity-preserving multiplicative updates. We summarize known results and point out some open problems.
OCFeb 14, 2018
Contingent derivatives and regularization for noncoercive inverse problemsChristian Clason, Akhtar A. Khan, Miguel Sama et al.
We study the inverse problem of parameter identification in non-coercive variational problems that commonly appear in applied models. We examine the differentiability of the set-valued parameter-to-solution map by using the first-order and the second-order contingent derivatives. We explore the inverse problem by using the output least-squares and the modified output least-squares objectives. By regularizing the non-coercive variational problem, we obtain a single-valued regularized parameter-to-solution map and investigate its smoothness and boundedness. We also consider optimization problems using the output least-squares and the modified output least-squares objectives for the regularized variational problem. We give a complete convergence analysis showing that for the output least-squares and the modified output least-squares, the regularized minimization problems approximate the original optimization problems suitably. We also provide the first-order and the second-order adjoint method for the computation of the first-order and the second-order derivatives of the output least-squares objective. We provide discrete formulas for the gradient and the Hessian calculation and present numerical results.
OCJul 5, 2018
Quasi-solution of linear inverse problems in non-reflexive Banach spacesChristian Clason, Andrej Klassen
We consider the method of quasi-solutions (also referred to as Ivanov regularization) for the regularization of linear ill-posed problems in non-reflexive Banach spaces. Using the equivalence to a metric projection onto the image of the forward operator, it is possible to show regularization properties and to characterize parameter choice rules that lead to a convergent regularization method, which includes the Morozov discrepancy principle. Convergence rates in a suitably chosen Bregman distance can be obtained as well. We also address the numerical computation of quasi-solutions to inverse source problems for partial differential equations in $L^\infty(Ω)$ using a semismooth Newton method and a backtracking line search for the parameter choice according to the discrepancy principle. Numerical examples illustrate the behavior of quasi-solutions in this setting.
OCJul 6, 2018
Error estimates for the approximation of multibang control problemsChristian Clason, Thi Bich Tram Do, Frank Pörner
This work is concerned with optimal control problems where the objective functional consists of a tracking-type functional and an additional "multibang" regularization functional that promotes optimal control taking values from a given discrete set pointwise almost everywhere. Under a regularity condition on the set where these discrete values are attained, error estimates for the Moreau--Yosida approximation (which allows its solution by a semismooth Newton method) and the discretization of the problem are derived. Numerical results support the theoretical findings.
OCOct 18, 2017
A Sinkhorn-Newton method for entropic optimal transportChristoph Brauer, Christian Clason, Dirk Lorenz et al.
We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method compares favorably with the more commonly used Sinkhorn--Knopp algorithm for small regularization strength. We further investigate numerically the robustness of the proposed method with respect to parameters such as the mesh size of the discretization.