题目：On fast solution of constrained Tikhonov Ill-Posed problems
报告人：郑宁 博士（同济大学）
时间：2020/6/17（周三）10:30-11:30
腾讯会议ID：300 227 110
腾讯会议密码：200671
摘要：Tikhonov regularization is commonly applied to the solution of linear discrete ill-posed problems. In many applications it is natural to require that the approximate solution determined by Tikhonov regularization lies in a constrained cone. We present two iterative methods that employ iterative methods to compute approximate solutions in the constrained cone of large-scale Tikhonov regularization problems. The first method incorporates the active set strategy, which contains two stages; the first stage consists of modulus iterations to identify the active set, while the second stage solves the reduced unconstrained least squares problems only on the inactive variables. The second method considered consists of two steps: first the given linear discrete ill-posed problem is reduced to a small problem by a Krylov subspace method, and then the reduced Tikhonov regularization problems so obtained is solved. Computed examples illustrate the performances of the methods.
报告人介绍：郑宁，同济大学数学科学学院助理教授，日本国立信息学研究所博士后。研究兴趣为数值代数、金融计算等，在SIAM J. Matrix Analysis and Applications 等国际知名期刊上发表多篇高水平的学术论文。
