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Minimization of linear functionals defined on solutions of large-scale discrete Ill-posed problems
Linköpings universitet, Tekniska högskolan. Linköpings universitet, Matematiska institutionen, Beräkningsvetenskap.ORCID-id: 0000-0003-2281-856X
2005 (engelsk)Inngår i: BIT Numerical Mathematics, ISSN 0006-3835, E-ISSN 1572-9125, Vol. 45, nr 2, s. 329-340Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

The minimization of linear functionals defined on the solutions of discrete ill-posed problems arises, e.g., in the computation of confidence intervals for these solutions. In 1990, Eldén proposed an algorithm for this minimization problem based on a parametric programming reformulation involving the solution of a sequence of trust-region problems, and using matrix factorizations. In this paper, we describe MLFIP, a large-scale version of this algorithm where a limited-memory trust-region solver is used on the subproblems. We illustrate the use of our algorithm in connection with an inverse heat conduction problem.

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2005. Vol. 45, nr 2, s. 329-340
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URN: urn:nbn:se:liu:diva-22838DOI: 10.1007/s10543-005-7122-yLokal ID: 2176OAI: oai:DiVA.org:liu-22838DiVA, id: diva2:243151
Tilgjengelig fra: 2009-10-07 Laget: 2009-10-07 Sist oppdatert: 2017-12-13

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