Large-scale linear systems coming from suitable discretizations of linear inverse problems are challenging to solve. Indeed, since they are inherently ill-posed, appropriate regularization should be applied; since they are large-scale, well-established direct regularization methods (such as Tikhonov regularization) cannot often be straightforwardly employed, and iterative linear solvers should be exploited. Moreover, every regularization method crucially depends on the choice of one or more regularization parameters, which should be suitably tuned. The aim of this paper is twofold: (a) survey some well-established regularizing projection methods based on Krylov subspace methods (with a particular emphasis on methods based on the Golub-Kahan bidiagonalization algorithm), and the so-called hybrid approaches (which combine Tikhonov regularization and projection onto Krylov subspaces of increasing dimension); (b) introduce a new principled and adaptive algorithmic approach for regularization similar to specific instances of hybrid methods. In particular, the new strategy provides reliable parameter choice rules by leveraging the framework of bilevel optimization, and the links between Gauss quadrature and Golub-Kahan bidiagonalization. Numerical tests modeling inverse problems in imaging illustrate the performance of existing regularizing Krylov methods, and validate the new algorithms.
|Journal||Gesellschaft für Angewandte Mathematik und Mechanik (GAMM)|
|Early online date||28 Sep 2020|
|Publication status||Published - 3 Nov 2020|