Minimization of linear functionals defined on solutions of large-scale discrete Ill-posed problems

• 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.

Ämnesord

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

Nyckelord

MATHEMATICS

MATEMATIK

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