Regularization and Normal Solutions of Systems of Linear Equations and Inequalities

被引：12

作者：

Golikov, A. I. ^{[1
]}

Evtushenko, Yu. G. ^{[1
]}

机构：

[1] Russian Acad Sci, Dorodnitsyn Comp Ctr, Moscow 119333, Russia

来源：

PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS | 2015年 / 289卷

基金：

俄罗斯基础研究基金会;

关键词：

regularization; piecewise quadratic function; unconstrained optimization; mutually dual problems; generalized Newton method; NEWTON METHOD;

D O I：

10.1134/S0081543815050090

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper provides some examples of mutually dual unconstrained optimization problems originating from regularization problems for systems of linear equations and/or inequalities. The solution of each of these mutually dual problems can be found from the solution of the other problem by means of simple formulas. Since mutually dual problems have different dimensions, it is natural to solve the unconstrained optimization problem of the smaller dimension.

引用

页码：S102 / S110

页数：9

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[2]

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[9]

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PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS, 2014, 284 :S96-S107

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