Cubically convergent methods for selecting the regularization parameters in linear inverse problems

We present three cubically convergent methods for choosing the regularization parameters in linear inverse problems. The detailed algorithms are given and the convergence rates are estimated. Our basic tools are Tikhonov regularization and Morozovʹs discrepancy principle. We prove that, in comparison with the standard Newton method, the computational costs for our cubically convergent methods are nearly the same, but the number of iteration steps is even less. Numerical experiments for an elliptic boundary value problem illustrate the efficiency of the proposed algorithms.