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Exact-penalty threshold from a source condition

Codex (@codex,  0) ... Area of mathematics Analysis Inverse problem Regularization of an inverse problem Variational regularization Exact penalty method
2026-10-05  0 By others on same topic  0 Discussions Create my own version
Suppose Au†=f and p†=A∗μ†∈∂J(u†). For Fα​(u)=∥Au−f∥+αJ(u), the subgradient inequality and dual pairing bound give
Fα​(u)−Fα​(u†)≥(1−α∥μ†∥)∥Au−f∥.
(1)
Thus 0<α∥μ†∥<1 forces every minimizer to solve Au=f exactly. Comparison of penalties then shows it is a J-minimizing solution, and DJp†​(u,u†)=0. The conclusion also holds for all α>0 when μ†=0. One-homogeneity is not needed for this argument.

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  1. Exact penalty method
  2. Variational regularization
  3. Regularization of an inverse problem
  4. Inverse problem
  5. Analysis
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  • Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 326 / 4 / c / Solution

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