Convex optimization under inequality constraints in rank-deficient systems

被引:12
作者
Roese-Koerner, Lutz [1 ]
Schuh, Wolf-Dieter [1 ]
机构
[1] Univ Bonn, Inst Geodesy & Geoinformat, Bonn, Germany
关键词
Inequality constrained least-squares; Convex optimization; Rank defect; General solution; LEAST-SQUARES PROBLEMS; ALGORITHM;
D O I
10.1007/s00190-014-0692-1
中图分类号
P3 [地球物理学]; P59 [地球化学];
学科分类号
0708 ; 070902 ;
摘要
Many geodetic applications require the minimization of a convex objective function subject to some linear equality and/or inequality constraints. If a system is singular (e.g., a geodetic network without a defined datum) this results in a manifold of solutions. Most state-of-the-art algorithms for inequality constrained optimization (e.g., the Active-Set-Method or primal-dual Interior-Point-Methods) are either not able to deal with a rank-deficient objective function or yield only one of an infinite number of particular solutions. In this contribution, we develop a framework for the rigorous computation of a general solution of a rank-deficient problem with inequality constraints. We aim for the computation of a unique particular solution which fulfills predefined optimality criteria as well as for an adequate representation of the homogeneous solution including the constraints. Our theoretical findings are applied in a case study to determine optimal repetition numbers for a geodetic network to demonstrate the potential of the proposed framework.
引用
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页码:415 / 426
页数:12
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