On the accuracy of regularized solutions to quadratic minimization problems on a half space, in case of a normally solvable operator

Authors

  • I. Krnić Department of Mathematics, University of Montenegro Podgorica, Serbia and Montenegro
  • O. Obradović Department of Mathematics, University of Montenegro Podgorica, Serbia and Montenegro
  • M.M. Potapov Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia

DOI:

https://doi.org/10.2298/YJOR0401019K

Keywords:

quadratic functional, linear constraints, optimization, regularization

Abstract

A new stable quadratic minimization method on a half-space is presented. In case of normally solvable operators this method outperforms approximate solutions having the same optimal order accuracy as earlier methods for unconstrained problems.

References

Jaćimović, M., Krnić, I. (1999) On some classes of regularization methods for minimization problem of quadratic functional on a half-space. Hokkaido Mathematical Journal, 28, 1, 57-69

Jaćimović, M., Krnić, I., Potapov, M.M. (1997) On well-posedness of quadratic minimization problem on ellipsoid and polyhedron. Publications de l'Institut mathematique, 62(76), 105-112

Jumaev, S. (1982) On approximative computation of pseudosolutions. DAN Taj. SSR, 25, (10), 584-587, in Russian

Krnich, I., Popatov, M.M. (1995) Conditions for the well-posedness of minimization problems for a quadratic functional on an ellipsoid and a half-space. Mathematica Montisnigri, 4, 27-41

Morozov, V.A., Gilyazov, S.F. (1982) Optimal regularization of illposed normal solvable operator equations. u: Methods and Algorithms in Numerical Analysis, Moscow: Moscow University Press, str. 11-18, in Russian

Vainikko, G.M., Veretnnikov, A.Yu. (1986) Iterative algorithms in illposed problems. Moscow: Nauka, in Russian

Vasilyiev, F.P., Ishmuhametov, A.Z., Potapov, M.M. (1989) Generalized moment method in optimal control problems. Moscow: Moscow University Press

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Published

2004-03-01

Issue

Vol. 14 No. 1 (2004)

Section

Research Articles

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