Q-Curve and Area Rules for Choosing Heuristic Parameter in Tikhonov Regularization

Toomas Raus and Uno Hämarik
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Toomas Raus: Institute of Mathematics and Statistics, University of Tartu, 51009 Tartu, Estonia
Uno Hämarik: Institute of Mathematics and Statistics, University of Tartu, 51009 Tartu, Estonia

Mathematics, 2020, vol. 8, issue 7, 1-21

Abstract: We consider choice of the regularization parameter in Tikhonov method if the noise level of the data is unknown. One of the best rules for the heuristic parameter choice is the quasi-optimality criterion where the parameter is chosen as the global minimizer of the quasi-optimality function. In some problems this rule fails. We prove that one of the local minimizers of the quasi-optimality function is always a good regularization parameter. For the choice of the proper local minimizer we propose to construct the Q-curve which is the analogue of the L-curve, but on the x -axis we use modified discrepancy instead of discrepancy and on the y -axis the quasi-optimality function instead of the norm of the approximate solution. In the area rule we choose for the regularization parameter such local minimizer of the quasi-optimality function for which the area of the polygon, connecting on Q-curve this minimum point with certain maximum points, is maximal. We also provide a posteriori error estimates of the approximate solution, which allows to check the reliability of the parameter chosen heuristically. Numerical experiments on an extensive set of test problems confirm that the proposed rules give much better results than previous heuristic rules. Results of proposed rules are comparable with results of the discrepancy principle and the monotone error rule, if the last two rules use the exact noise level.

Keywords: ill-posed problem; Tikhonov regularization; unknown noise level; regularization parameter choice; heuristic rule; quasi-optimality function (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2020
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