Numerical method for a quadratic minimization problem with an ellipsoidal constraint and an a priori estimate for the solution norm
Andrey A. Dryazhenkov, М. М. Потапов · Computational Mathematics and Mathematical Physics · 2016
An algorithm for solving a quadratic minimization problem on an ellipsoidal set in a Hilbert space is proposed. The algorithm is stable to nonuniform perturbations of the operators. A key condition for its application is that we know an estimate for the norm of the exact solution. Applications to boundary control problems for the one-dimensional wave equation are considered. Numerical results are presented.