Article ID: | iaor20163677 |
Volume: | 171 |
Issue: | 1 |
Start Page Number: | 262 |
End Page Number: | 275 |
Publication Date: | Oct 2016 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Wang Caifang |
Keywords: | programming: linear, heuristics, matrices |
Landweber scheme is a widely used method to get a stable solution of linear system. The iteration of the Landweber scheme is viewed as a solution of normal equation for a least‐squares functional. However, in practice, regularized least‐squares functional is considered so as to get a more suitable solution. In this paper, we consider a regularized optimization problem and study the regularized Landweber scheme. Using the eigenvalue decomposition and the result that two symmetric semi‐positive definite matrices can be diagonalized simultaneously, we derive a presentation of the regularized Landweber scheme and then generate the convergence properties for the regularized Landweber iteration. Finally, we apply two‐dimensional numerical examples to confirm the convergence conditions.