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Regularization Using a Parameterized Trust Region Subproblem

We present a new method for regularization of ill-conditioned problems that extends the traditional trust-region approach. Ill-conditioned problems arise, for example, in image restoration or mathematical processing of medical data, and involve matrices that are very ill-conditioned. The method makes use of the L-curve and L-curve maximum curvature criterion as a strategy recently proposed to find a good regularization parameter. We describe the method and show its application to an image restoration problem. We also provide a MATLAB code for the algorithm. Finally, a comparison to the CGLS approach is given and analyzed, and future research directions are proposed.

Identiferoai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:OWTU.10012/1159
Date January 2004
CreatorsGrodzevich, Oleg
PublisherUniversity of Waterloo
Source SetsLibrary and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada
LanguageEnglish
Detected LanguageEnglish
TypeThesis or Dissertation
RightsCopyright: 2004, Grodzevich, Oleg. All rights reserved.

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