Институт вычислительной математики
и математической геофизики

The International Conference on Computational Mathematics


Computational algebra

Definition of the stop moment in iterative processes of the solution of the ill posed optimization problems

Voskoboiniov Y.E.

Novosibirsk State University of Architecture and Civil Enginreering (Novosibirsk)

The iterative algorithms frequently will be used for the solution of the ill posed problems. Some statements of problems of a parameter optimization and linear algebra concern to such problems. The role of a regularization parameter frequently executes number of iteration (stop moment), on which one the construction of the solution ceases. The criteria, used in practice, require a task of the numerical characteristics of an input data error. Frequently such information is absent. Therefore in paper the approach permitting to define number of iteration is offered on which one the solution has a minimum error. The approach is based on a cross validation method. The computing experiment has shown high performance of the offered approach.

Note. Abstracts are published in author's edition

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