Elastic-net regularization versus ℓ1\ell^1-regularization for linear inverse problems with quasi-sparse solutions

preprint2016arXivOpen access

Abstract

We consider the ill-posed operator equation Ax=yAx=y with an injective and bounded linear operator AA mapping between ℓ2\ell^2 and a Hilbert space YY, possessing the unique solution \linebreak x†={xk†}k=1∞x^†=\{x^†_k\}_{k=1}^\infty. For the cases that sparsity x†∈ℓ0x^†\in \ell^0 is expected but often slightly violated in practice, we investigate in comparison with the ℓ1\ell^1-regularization the elastic-net regularization, where the penalty is a weighted superposition of the ℓ1\ell^1-norm and the ℓ2\ell^2-norm square, under the assumption that x†∈ℓ1x^†\in \ell^1. There occur two positive parameters in this approach, the weight parameter ηη and the regularization parameter as the multiplier of the whole penalty in the Tikhonov functional, whereas only one regularization parameter arises in ℓ1\ell^1-regularization. Based on the variational inequality approach for the description of the solution smoothness with respect to the forward operator AA and exploiting the method of approximate source conditions, we present some results to estimate the rate of convergence for the elastic-net regularization. The occurring rate function contains the rate of the decay xk†→0x^†_k \to 0 for k→∞k \to \infty and the classical smoothness properties of x†x^† as an element in ℓ2\ell^2.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.