Convergence analysis of a stochastic heavy-ball method for linear ill-posed problems
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866913402879737856 |
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| author | Jin, Qinian Liu, Yanjun |
| author_facet | Jin, Qinian Liu, Yanjun |
| contents | In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it a priori} selection of the stopping index and derive the rate of convergence under a benchmark source condition on the sought solution. Numerical results are provided to test the performance of the method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_16814 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Convergence analysis of a stochastic heavy-ball method for linear ill-posed problems Jin, Qinian Liu, Yanjun Numerical Analysis Optimization and Control In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it a priori} selection of the stopping index and derive the rate of convergence under a benchmark source condition on the sought solution. Numerical results are provided to test the performance of the method. |
| title | Convergence analysis of a stochastic heavy-ball method for linear ill-posed problems |
| topic | Numerical Analysis Optimization and Control |
| url | https://arxiv.org/abs/2406.16814 |