Numerical method for a quadratic minimization problem with an ellipsoidal constraint and an a priori estimate for the solution norm
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 2, pp. 208-223
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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.
@article{ZVMMF_2016_56_2_a3,
author = {A. A. Dryazhenkov and M. M. Potapov},
title = {Numerical method for a quadratic minimization problem with an ellipsoidal constraint and an a priori estimate for the solution norm},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {208--223},
publisher = {mathdoc},
volume = {56},
number = {2},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_2_a3/}
}
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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. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 2, pp. 208-223. http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_2_a3/