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

Publication date 5 July 2023

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

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.

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)