Choice of parameters in the method of regularization of L-pseudoinversion

Authors R. A. Shafiev, I. Yu. Yastrebova

Publication date 31 August 2003

Published in Russian Mathematics (Search for Journal in Brave)

convergence least squares problems linear equality constraints linear operator equation of the first kind minimal norm least squares solution parameter choice stability Tikhonov regularization

Mathematics Subject Classification ID

Linear operators and ill-posed problems, regularization (47A52) Numerical solutions to equations with linear operators (65J10) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20)

Review text

The authors investigate a regularization method for linearly constrained least squares problems which may be loosely described as finding, among all least squares solutions of given linear operator equation of the first kind involving a closed linear operator, a minimal norm least squares solution of another linear operator equation of the same kind. It is assumed that the two operators satisfy the so-called generalized complementarity condition -- essentially that the Cartesian product operator is bounded below. A regularized approximation to the solution of the optimization problem is obtained as a minimizer of a Tikhonov-like functional involving two parameters. A pair of discrepancy-like conditions is used to successively chose the two regularization parameters and the stability and convergence of the resulting method is proved.

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