Abstract:
An iterative regularization algorithm is proposed for solving a special optimization problem, the so-called 2-constrained operator pseudoinversion. The convergence of the algorithm is examined in the case of perturbed input data. An error estimate is derived, and an a priori choice of the regularization parameters is described. The algorithm is applied to an optimal control problem with minimal costs.
Key words:operator equations in Hilbert spaces, iterative regularization method, 2-constrained pseudo-inversion problem, numerical solution of optimal control problem.