Trust-region and other regularisations of linear least-squares problems
نویسندگان
چکیده
منابع مشابه
Trust-region and other regularisations of linear least-squares problems
We consider methods for regularising the least-squares solution of the linear system Ax = b. In particular, we propose iterative methods for solving large problems in which a trust-region bound ‖x‖ ≤ ∆ is imposed on the size of the solution, and in which the least value of linear combinations of ‖Ax−b‖q2 and a regularisation term ‖x‖ p 2 for various p and q = 1, 2 is sought. In each case, one o...
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ژورنال
عنوان ژورنال: BIT Numerical Mathematics
سال: 2009
ISSN: 0006-3835,1572-9125
DOI: 10.1007/s10543-008-0206-8