Abstract Ill-posed problems are numerically underdetermined. It is therefore often beneficial to impose known properties of the desired solution, such as nonnegativity, during the solution process. This paper proposes the use of an interior-point method in conjunction with truncated iteration for the solution of large-scale linear discrete ill-posed problems with box constraints. An estimate of the error in the data is assumed to be available. Numerical examples demonstrate the competitiveness of this approach.
S.Morigi, L.Reichel, F.Sgallari (2010). An interior point method for large constrained discrete ill-posed problems. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 233/5 (2010), 1288-1297 [10.1016/j.cam.2008.02.018].
An interior point method for large constrained discrete ill-posed problems
MORIGI, SERENA;SGALLARI, FIORELLA
2010
Abstract
Abstract Ill-posed problems are numerically underdetermined. It is therefore often beneficial to impose known properties of the desired solution, such as nonnegativity, during the solution process. This paper proposes the use of an interior-point method in conjunction with truncated iteration for the solution of large-scale linear discrete ill-posed problems with box constraints. An estimate of the error in the data is assumed to be available. Numerical examples demonstrate the competitiveness of this approach.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
