Minimization of linear functionals defined on solutions of large-scale discrete Ill-posed problems
2005 (English)In: BIT Numerical Mathematics, ISSN 0006-3835, Vol. 45, no 2, 329-340 p.Article in journal (Refereed) Published
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.
Place, publisher, year, edition, pages
2005. Vol. 45, no 2, 329-340 p.
IdentifiersURN: urn:nbn:se:liu:diva-22838DOI: 10.1007/s10543-005-7122-yLocal ID: 2176OAI: oai:DiVA.org:liu-22838DiVA: diva2:243151