Ill-posed linear inverse problems with box constraints: A new convex optimization approach

arXiv2307.03680MaRDI QIDQ6442989FDOQ6442989

Publication date: 5 July 2023

Abstract: Consider the linear equation

m a t h b f A m a t h b f x = m a t h b f y

, where

m a t h b f A

is a

k i m e s N

-matrix,

m a t h b f x i n m a t h c a l K s u b s e t m a t h b b R^{N}

and

m a t h b f y i n m a t h b b R^{M}

a given vector. When

m a t h c a l K

is a convex set and

M o t = N

this is a typical ill-posed, linear inverse problem with convex constraints. Here we propose a new way to solve this problem when

m a t h c a l K = p r o d_{j} [a_{j}, b_{j}]

. It consists of regarding

m a t h b f A m a t h b f x = m a t h b f y

as the constraint of a convex minimization problem, in which the objective (cost) function is the dual of a moment generating function. This leads to a nice minimization problem and some interesting comparison results. More importantly, the method provides a solution that lies in the interior of the constraint set

m a t h c a l K

. We also analyze the dependence of the solution on the data and relate it to the Le Chatellier principle.

Mathematics Subject Classification ID

Inverse problems in linear algebra (15A29) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

This page was built for publication: Ill-posed linear inverse problems with box constraints: A new convex optimization approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6442989)