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An iterative approach to a constrained least squares problem

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  • Simeon Reich
  • Hong-Kun Xu

Abstract

A constrained least squares problem in a Hilbert space H is considered. The standard Tikhonov regularization method is used. In the case where the set of the constraints is the nonempty intersection of a finite collection of closed convex subsets of H , an iterative algorithm is designed. The resulting sequence is shown to converge strongly to the unique solution of the regularized problem. The net of the solutions to the regularized problems strongly converges to the minimum norm solution of the least squares problem if its solution set is nonempty.

Suggested Citation

  • Simeon Reich & Hong-Kun Xu, 2003. "An iterative approach to a constrained least squares problem," Abstract and Applied Analysis, Hindawi, vol. 2003, pages 1-10, January.
    • Handle: RePEc:hin:jnlaaa:104964
    DOI: 10.1155/S1085337503212082
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