On ill-posed problems, extremals of the Tikhonov functional and the regularized Lagrange principles

M. I. Sumin

Vestnik rossijskih universitetov. Matematika, Tome 27 (2022) no. 137, pp. 58-79

Résumé

The problem of finding a normal solution to an operator equation of the first kind on a pair of Hilbert spaces is classical in the theory of ill-posed problems. In accordance with the theory of regularization, its solutions are approximated by the extremals of the Tikhonov functional. From the point of view of the theory of problems for constrained extremum, the problem of minimizing a functional, equal to the square of the norm of an element, with an operator equality constraint (that is, given by an operator with an infinite-dimensional image) is equivalent to the classical ill-posed problem. The paper discusses the possibility of regularizing the Lagrange principle (LP) in the specified constrained extremum problem. This regularization is a transformation of the LP that turns it into a universal tool of stable solving ill-posed problems in terms of generalized minimizing sequences (GMS) and preserves its “general structural arrangement” based on the constructions of the classical Lagrange function. The transformed LP “contains” the classical analogue as its limiting variant when the numbers of the GMS elements tend to infinity. Both non-iterative and iterative variants of the regularization of the LP are discussed. Each of them leads to stable generation of the GMS in the original constrained extremum problem from the extremals of the regular Lagrange functional taken at the values of the dual variable generated by the corresponding procedure for the regularization of the dual problem. In conclusion, the article discusses the relationship between the extremals of the Tikhonov and Lagrange functionals in the considered classical ill-posed problem.

Détail

Keywords: ill-posed problem, linear operator equation, Tikhonov's regularization method, constrained minimization, operator equality constraint, generalized minimizing sequence, regularizing algorithm, iterative regularization, dual regularization, regularized Lagrange principle.
Mots-clés : Lagrange multiplier rule