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One-step error recurrence for the assigned nonlinear regularized Gauss–Newton step
Statement
Assume Countable Choice. Let be real or complex Hilbert spaces over the same scalar field and let be open. Let be continuously Fréchet differentiable over that field, with bounded complex-linear derivatives in the complex case. Let satisfy , and suppose lie in a convex subset of on which is -Lipschitz. Let satisfy , put and , and use the step of Unanchored Levenberg–Marquardt step with explicit early stopping with . Define Then and If in addition the tangential-cone condition holds for all in that subset, then also , which may replace in the recurrence bound. This lemma alone does not assert contraction or discrepancy-stopped convergence.
Facts & Assumptions
Given: The Hilbert-space data and iterates above, , the Lipschitz derivative bound, and, for the final bound, the stated tangential cone condition.
The Axiom of Countable Choice (): Countable Choice is assumed by the Hilbert adjoint and shifted-normal-operator suppliers.
The shifted Hilbert-space normal operator is invertible with inverse norm at most : is invertible with .
Hilbert-space Tikhonov amplifies data by at most : for bounded .
A Lipschitz Fréchet derivative gives a quadratic linearization remainder: on the convex subset.
Proof
Given: The assumptions and facts above. Put .
From [F1], . Multiplying by and using gives Since , the term in parentheses is . Applying [F2] to invert proves the stated identity.
By [F2], . By [F3], . The triangle inequality and [F4] give the quadratic-error recurrence.
For the tangential-cone bound, substitute and . Its left side is , so . Inserting this estimate into the bound from [step 2.1] proves the optional residual form.
Depends on
- Unanchored Levenberg–Marquardt step with explicit early stopping
- A Lipschitz Fréchet derivative gives a quadratic linearization remainder
- The shifted Hilbert-space normal operator is invertible with inverse norm at most $1/\lambda$
- Hilbert-space Tikhonov amplifies data by at most $1/(2\sqrt{\lambda})$
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Christian Clason, Regularization of Inverse Problems, full lecture notes (standard reference, not scraped)
- Qinian Jin, A convergence analysis of the iteratively regularized Gauss-Newton method under Lipschitz condition (standard reference, not scraped)
- Barbara Kaltenbacher, Methods for Inverse Problems: IV. Newton type methods, author lecture notes (standard reference, not scraped)