An iterative Lagrange method for the regularization of discrete ill-posed inverse problems

In this paper, an iterative method is presented for the computation of regularized solutions of discrete ill-posed problems. In the proposed method, the regularization problem is formulated as an equality constrained minimization problem and an iterative Lagrange method is used for its solution. The Lagrange iteration is terminated according to the discrepancy principle. The relationship between the proposed approach and classical Tikhonov regularization is discussed. Results of numerical experiments are presented to illustrate the effectiveness and usefulness of the proposed method.