Generalizations of Tikhonov’s regularized method of least squares to non-Euclidean vector norms
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 57 (2017) no. 9, pp. 1433-1443 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Tikhonov’s regularized method of least squares and its generalizations to non-Euclidean norms, including polyhedral, are considered. The regularized method of least squares is reduced to mathematical programming problems obtained by “instrumental” generalizations of the Tikhonov lemma on the minimal (in a certain norm) solution of a system of linear algebraic equations with respect to an unknown matrix. Further studies are needed for problems concerning the development of methods and algorithms for solving reduced mathematical programming problems in which the objective functions and admissible domains are constructed using polyhedral vector norms.
@article{ZVMMF_2017_57_9_a2,
     author = {V. V. Volkov and V. I. Erokhin and V. V. Kakaev and A. Yu. Onufrei},
     title = {Generalizations of {Tikhonov{\textquoteright}s} regularized method of least squares to {non-Euclidean} vector norms},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1433--1443},
     year = {2017},
     volume = {57},
     number = {9},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2017_57_9_a2/}
}
TY  - JOUR
AU  - V. V. Volkov
AU  - V. I. Erokhin
AU  - V. V. Kakaev
AU  - A. Yu. Onufrei
TI  - Generalizations of Tikhonov’s regularized method of least squares to non-Euclidean vector norms
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2017
SP  - 1433
EP  - 1443
VL  - 57
IS  - 9
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2017_57_9_a2/
LA  - ru
ID  - ZVMMF_2017_57_9_a2
ER  - 
%0 Journal Article
%A V. V. Volkov
%A V. I. Erokhin
%A V. V. Kakaev
%A A. Yu. Onufrei
%T Generalizations of Tikhonov’s regularized method of least squares to non-Euclidean vector norms
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2017
%P 1433-1443
%V 57
%N 9
%U http://geodesic.mathdoc.fr/item/ZVMMF_2017_57_9_a2/
%G ru
%F ZVMMF_2017_57_9_a2
V. V. Volkov; V. I. Erokhin; V. V. Kakaev; A. Yu. Onufrei. Generalizations of Tikhonov’s regularized method of least squares to non-Euclidean vector norms. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 57 (2017) no. 9, pp. 1433-1443. http://geodesic.mathdoc.fr/item/ZVMMF_2017_57_9_a2/

[1] Tikhonov A. N., “O priblizhennykh sistemakh lineinykh algebraicheskikh uravnenii”, Zh. vychisl. matem. i matem. fiz., 20:6 (1980), 1373–1383

[2] Tikhonov A. N., “O normalnykh resheniyakh priblizhennykh sistem lineinykh algebraicheskikh uravnenii”, Dokl. AN SSSR, 254:3 (1980), 549–554

[3] Tikhonov A. N., “O metodakh avtomatizatsii obrabotki nablyudenii”, Vestn. AN SSSR, 1983, no. 1, 14–25

[4] Tikhonov A. N., Arsenin V. Ya., Metody resheniya nekorrektnykh zadach, Nauka, M., 1986, 288 pp.

[5] Gorelik V. A., Erokhin V. I., Optimalnaya matrichnaya korrektsiya nesovmestnykh sistem lineinykh algebraicheskikh uravnenii po minimumu evklidovoi normy, VTs RAN, M., 2004, 192 pp.

[6] Volkov V. V., Erokhin V. I., “O tikhonovskikh resheniyakh priblizhennykh sistem lineinykh algebraicheskikh uravnenii pri konechnykh vozmuscheniyakh ikh matrits”, Zh. vychisl. matem. i matem. fiz., 50:4 (2010), 618–635

[7] Khorn R., Dzhonson Ch., Matrichnyi analiz, Mir, M., 1989, 655 pp.

[8] Ikramov Kh. D., Zadachnik po lineinoi algebre, Nauka, M., 1975, 320 pp.

[9] Erokhin V. I., “Lemma A. N. Tikhonova i ee obobscheniya”, Tikhonov i sovremennaya matematika: obratnye i nekorrektno postavlennye zadachi, Tez. dokl. Mezhdunar. konf., VMiK MGU, M., 2006, 52–53

[10] Erokhin V. I., “Optimalnaya matrichnaya korrektsiya i regulyarizatsiya nesovmestnykh lineinykh modelei”, Diskretn. analiz i issled. oper. Ser. 2, 9:2 (2002), 41–77

[11] Gorelik V. A., Erokhin V. I., Pechenkin R. V., “Minimaksnaya matrichnaya korrektsiya nesovmestimykh sistem lineinykh algebraicheskikh uravnenii s blochnymi matritsami koeffitsientov”, Izv. RAN. TISU, 2006, no. 5, 52–62

[12] Gorelik V. A., Erokhin V. I., Pechenkin R. V., Chislennye metody korrektsii nesobstvennykh zadach lineinogo programmirovaniya i strukturnykh sistem uravnenii, VTs RAN, M., 2006, 153 pp.