An interior-point method for large constrained discrete ill-posed problems

被引:7
作者
Morigi, S. [2 ]
Reichel, L. [1 ]
Sgallari, F. [3 ]
机构
[1] Kent State Univ, Dept Math Sci, Kent, OH 44242 USA
[2] Univ Bologna, Dipartimento Matemat, I-40127 Bologna, Italy
[3] Univ Bologna, Dipartimento Matemat, CIRAM, I-40123 Bologna, Italy
关键词
Ill-posed problem; Regularization; Box constraint; Truncated iteration; Conjugate gradient method; Interior point method; TIKHONOV REGULARIZATION; LEAST-SQUARES; ALGORITHM; NONNEGATIVITY; UNITARY;
D O I
10.1016/j.cam.2008.02.018
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码:1288 / 1297
页数:10
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