Abstract
Tikhonov’s regularized method of least squares and its generalizations to non-Euclidean norms, including polyhedral, are considered. The regularized method of least squares is reduced to mathematical programming problems obtained by “instrumental” generalizations of the Tikhonov lemma on the minimal (in a certain norm) solution of a system of linear algebraic equations with respect to an unknown matrix. Further studies are needed for problems concerning the development of methods and algorithms for solving reduced mathematical programming problems in which the objective functions and admissible domains are constructed using polyhedral vector norms.
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Original Russian Text © V.V. Volkov, V.I. Erokhin, V.V. Kakaev, A.Yu. Onufrei, 2017, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2017, Vol. 57, No. 9, pp. 1433–1443.
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Volkov, V.V., Erokhin, V.I., Kakaev, V.V. et al. Generalizations of Tikhonov’s regularized method of least squares to non-Euclidean vector norms. Comput. Math. and Math. Phys. 57, 1416–1426 (2017). https://doi.org/10.1134/S0965542517090147
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DOI: https://doi.org/10.1134/S0965542517090147