A priori stopping rule for an iterative Bregman method for optimal control problems
Abstract
In this article we continue our investigation of the iterative regularization method for optimization problems based on Bregman distances. The optimization problems are subject to pointwise inequality constraints in L2(). We provide an estimate for the noise error for perturbed data, which can be used to construct an a priori stopping rule. Furthermore we show how to implement our method with a semi-smooth Newton method using finite elements and present numerical results for the stopping rule.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.