THE AUGMENTED LAGRANGIAN METHOD FOR PARAMETER-ESTIMATION IN ELLIPTIC-SYSTEMS

被引：111

作者：

ITO, K ^{[1
]}

KUNISCH, K ^{[1
]}

机构：

[1] GRAZ TECH UNIV,INST MATH,A-8010 GRAZ,AUSTRIA

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1990年 / 28卷 / 01期

关键词：

D O I：

10.1137/0328006

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A new technique for the estimation of parameters in elliptic partial differential equations is developed. It is a hybrid method combining the output-least-squares and the equation error method. The new method is realized by an augmented Lagrangian formulation, and convergence as well as rate of convergence proofs are provided. Technically the critical step is the verification of a coercivity estimate of an appropriately defined Lagrangian functional. To obtain this coercivity estimate a seminorm regularization technique is used.

引用

页码：113 / 136

页数：24

共 20 条

[1]

[Anonymous], 1973, SPLINE ANAL

[2]

Bertsekas D. P, 1982, REINFORCEMENT LEARNI

[3]

CHAVENT G, 1979, 5TH P IFAC S ID SYST, P85

[4]

Ciarlet P. G., 2002, FINITE ELEMENT METHO

[5]

COLONIUS F, 1986, J REINE ANGEW MATH, V370, P1

[6] OUTPUT LEAST-SQUARES STABILITY IN ELLIPTIC-SYSTEMS [J].

COLONIUS, F ;

KUNISCH, K .

APPLIED MATHEMATICS AND OPTIMIZATION, 1989, 19 (01) :33-63

[7]

Gabay D., 1983, CHAPTER AUGMENTED LA, P299

[8]

Groetsch C., 1984, THEORY TIKHONOV REGU

[9]

Hestenes MR., 1975, OPTIMIZATION THEORY

[10]

ITO K, IN PRESS MATH PROGRA

← 1 2 →