inverse problems

Quasi-Newton methods for large-scale distributed parameter estimation

  • Eldad Haber
    • Categories Optimization of Systems modeled by PDEs Tags , ,

    We develop Quasi-Newton methods for distributed parameter estimation problems, where the forward problem is governed by a set of partial differential equations. A Tikhonov style regularization approach yields an optimization problem with a special structure, where the gradients are calculated using the adjoint method. In many cases standard Quasi-Newton methods (such as L-BFGS) are not … Read more

    The Inverse Optimal Value Problem

  • Shabbir Ahmed
  • Yongpei Guan
    • Categories Global Optimization, Linear Programming, Linear, Cone and Semidefinite Programming Tags , , ,

    This paper considers the following inverse optimization problem: given a linear program, a desired optimal objective value, and a set of feasible cost coefficients, determine a cost-coefficient vector such that the corresponding optimal objective value of the linear program is closest to the given value. The above problem, referred here as the inverse optimal value … Read more