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Numerical method for a quadratic minimization problem with an ellipsoidal constraint and an a priori estimate for the solution norm
A. A. Dryazhenkov, M. M. Potapov Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991, Russia
Abstract:
An algorithm for solving a quadratic minimization problem on an ellipsoidal set in a Hilbert space is proposed. The algorithm is stable to nonuniform perturbations of the operators. A key condition for its application is that we know an estimate for the norm of the exact solution. Applications to boundary control problems for the one-dimensional wave equation are considered. Numerical results are presented.
Key words:
numerical method, quadratic minimization, ellipsoidal constraint, approximate data, stability, convergence.
Received: 21.04.2015
Citation:
A. A. Dryazhenkov, M. M. Potapov, “Numerical method for a quadratic minimization problem with an ellipsoidal constraint and an a priori estimate for the solution norm”, Zh. Vychisl. Mat. Mat. Fiz., 56:2 (2016), 208–223; Comput. Math. Math. Phys., 56:2 (2016), 206–220
Linking options:
https://www.mathnet.ru/eng/zvmmf10338 https://www.mathnet.ru/eng/zvmmf/v56/i2/p208
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Abstract page: | 316 | Full-text PDF : | 65 | References: | 98 | First page: | 12 |
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