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Regularization of linear least squares problems by total bounded variation

Published online by Cambridge University Press:  15 August 2002

G. Chavent
Affiliation:
Guy.Chavent@inria.fr
K. Kunisch
Affiliation:
Karl.Kunisch@kfunigraz.ac.at
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Abstract

We consider the problem : (P) Minimize $\lambda _{2}$ over u ∈ K ∩ X, where α≥ 0, β > 0, K is a closed convex subset of L2(Ω), and the last additive term denotes the BV-seminorm of u, T is a linear operator from L2BV into the observation space Y. We formulate necessary optimality conditions for (P). Then we show that (P) admits, for given regularization parameters α and β, solutions which depend in a stable manner on the data z. Finally we study the asymptotic behavior when α = β → 0. The regularized solutions ûβ of (P) converge to the L2BV minimal norm solution of the unregularized problem. The rate of convergence is β½ when the minimum-norm solution û is smooth enough.

Type
Research Article
Copyright
© EDP Sciences, SMAI, 1997

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