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An iterative approach to a constrained least squares problem. (English) Zbl 1053.65041
Summary: 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.
MSC:
65J10Equations with linear operators (numerical methods)
65J20Improperly posed problems; regularization (numerical methods in abstract spaces)
47A52Ill-posed problems, regularization