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Optimal control
Stable solution of a quadratic minimization problem with a nonuniformly perturbed operator by applying a regularized gradient method
L. A. Artem'eva, A. A. Dryazhenkov, M. M. Potapov Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, 119991, Moscow, Russia
Abstract:
A regularized gradient method is proposed for stable solution of a quadratic minimization problem under nonconventional information conditions when the error levels in a specified exact linear operator are known only in weakened norms. The convergence of the method with respect to the argument in the norm of the original space is proved. An example is given that explains in which situations the method can be applied.
Key words:
quadratic minimization problem, gradient method, regularization, approximate data.
Received: 23.03.2021 Revised: 23.03.2021 Accepted: 17.09.2021
Citation:
L. A. Artem'eva, A. A. Dryazhenkov, M. M. Potapov, “Stable solution of a quadratic minimization problem with a nonuniformly perturbed operator by applying a regularized gradient method”, Zh. Vychisl. Mat. Mat. Fiz., 62:1 (2022), 12–22; Comput. Math. Math. Phys., 62:1 (2022), 10–19
Linking options:
https://www.mathnet.ru/eng/zvmmf11341 https://www.mathnet.ru/eng/zvmmf/v62/i1/p12
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