On the problem of optimal compatibility

DOI10.1515/JIIP.2001.9.3.283MaRDI QIDQ2755712zbMATH OpenOpenAlexFDO

Authors S. V. Paschenko, A. V. Kryazhimskij

Publication date 12 November 2002

Published in Journal of Inverse and Ill-Posed Problems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jiip.2001.9.3.283

accuracy estimates approximate solutions ill-posedness optimal compatibility problem in Hilbert spaces regularization

Set-valued and variational analysis (49J53) Numerical methods based on nonlinear programming (49M37) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Nonconvex programming, global optimization (90C26) Programming in abstract spaces (90C48) Approximation methods and heuristics in mathematical programming (90C59)

Review text

The authors suggest a method of finding global solutions in the class \(P\) of nonconvex optimization problems in a Hilbert space: minimizing \(p\) such that \( p \geq p_0 \) and the system of linear equations \( G(p)x = b(p)\) is compatible in a convex set \(X(p)\). The iterative algorithm for approaching the solution set of the minimization problem is based on the definition of the sequence \( (p_k, x_k), k \geq 0\) where \( x_{k+1} = x_k + \tau_{k+1} (u_{k+1} - x_k)\) and \( \tau_{k+1}, u_{k+1}\) are defined from two other separate optimal problems for the pair \((p_{k+1}, u_{k+1})\) and \(\tau_{k+1}\). The accuracy estimates for approximate solutions are presented together with a constructive regularization algorithm for finding an approximate solution of an arbitrary problem from \(P\) under a perturbed information on the associated functions \(G(.)\) and \(b(.)\).

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