Many questions in science and engineering give rise to linear discrete ill-posed problems. Often it is desirable that the computed approximate solution satisfies certain constraints, e.g., that some or all elements of the computed solution be nonnegative. This paper describes an iterative method of active set-type for the solution of large-scale problems of this kind. The method employs conjugate gradient iteration with a stopping criterion based on the discrepancy principle and allows updates of the active set by more than one index at a time.
S. MORIGI, L. REICHEL, F. SGALLARI, F. ZAMA (2007). An iterative method for linear discrete ill-posed problems with box cons. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 198(3), 505-520 [10.1016/j.cam.2005.06.053].
An iterative method for linear discrete ill-posed problems with box cons
MORIGI, SERENA;SGALLARI, FIORELLA;ZAMA, FABIANA
2007
Abstract
Many questions in science and engineering give rise to linear discrete ill-posed problems. Often it is desirable that the computed approximate solution satisfies certain constraints, e.g., that some or all elements of the computed solution be nonnegative. This paper describes an iterative method of active set-type for the solution of large-scale problems of this kind. The method employs conjugate gradient iteration with a stopping criterion based on the discrepancy principle and allows updates of the active set by more than one index at a time.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.