An iterative approach to a constrained least squares problem

A constrained least squares problem in a Hilbert space H is considered. The standard Tikhonov regularization method is used. In the case where the set of the constraints is the nonempty intersection of a finite collection of closed convex subsets of H, an iterative algorithm is designed. The result...

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Main Authors: Simeon Reich, Hong-Kun Xu
Format: Article
Language:English
Published: Wiley 2003-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/S1085337503212082
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author Simeon Reich
Hong-Kun Xu
author_facet Simeon Reich
Hong-Kun Xu
author_sort Simeon Reich
collection DOAJ
description A constrained least squares problem in a Hilbert space H is considered. The standard Tikhonov regularization method is used. In the case where the set of the constraints is the nonempty intersection of a finite collection of closed convex subsets of H, an iterative algorithm is designed. The resulting sequence is shown to converge strongly to the unique solution of the regularized problem. The net of the solutions to the regularized problems strongly converges to the minimum norm solution of the least squares problem if its solution set is nonempty.
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publishDate 2003-01-01
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spelling doaj-art-0dbe77e1569f4ca8b67ee8a2abe6e4b22025-08-20T03:54:24ZengWileyAbstract and Applied Analysis1085-33751687-04092003-01-012003850351210.1155/S1085337503212082An iterative approach to a constrained least squares problemSimeon Reich0Hong-Kun Xu1Department of Mathematics, The Technion - Israel Institute of Technology, Haifa 32000, IsraelDepartment of Mathematics, University of Durban-Westville, Private Bag X54001, Durban 4000, South AfricaA constrained least squares problem in a Hilbert space H is considered. The standard Tikhonov regularization method is used. In the case where the set of the constraints is the nonempty intersection of a finite collection of closed convex subsets of H, an iterative algorithm is designed. The resulting sequence is shown to converge strongly to the unique solution of the regularized problem. The net of the solutions to the regularized problems strongly converges to the minimum norm solution of the least squares problem if its solution set is nonempty.http://dx.doi.org/10.1155/S1085337503212082
spellingShingle Simeon Reich
Hong-Kun Xu
An iterative approach to a constrained least squares problem
Abstract and Applied Analysis
title An iterative approach to a constrained least squares problem
title_full An iterative approach to a constrained least squares problem
title_fullStr An iterative approach to a constrained least squares problem
title_full_unstemmed An iterative approach to a constrained least squares problem
title_short An iterative approach to a constrained least squares problem
title_sort iterative approach to a constrained least squares problem
url http://dx.doi.org/10.1155/S1085337503212082
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