An aggregate constraint method for inequality-constrained least squares problems
文献类型：期刊论文
| 作者 | Peng, JH; Guo, CX; Zhang, HP; Shong, SL |
| 刊名 | JOURNAL OF GEODESY
 |
| 出版日期 | 2006-03-01 |
| 卷号 | 79期号:12页码:705-713 |
| 关键词 | inequality-constrained least squares Bayesian estimation minimax estimation non-linear programming aggregate constraint method |
| 英文摘要 | The inequality-constrained least squares (ICLS) problem can be solved by the simplex algorithm of quadratic programming. The ICLS problem may also be reformulated as a Bayesian problem and solved by using the Bayesian principle. This paper proposes using the aggregate constraint method of non-linear programming to solve the ICLS problem by converting many inequality constraints into one equality constraint, which is a basic augmented Lagrangean algorithm for deriving the solution to equality-constrained non-linear programming problems. Since the new approach finds the active constraints, we can derive the approximate algorithm-dependent statistical properties of the solution. As a result, some conclusions about the superiority of the estimator can be approximately made. Two simulated examples are given to show how to compute the approximate statistical properties and to show that the reasonable inequality constraints can improve the results of geodetic network with an ill-conditioned normal matrix. |
| WOS标题词 | Science & Technology ; Physical Sciences ; Technology |
| 类目[WOS] | Geochemistry & Geophysics ; Remote Sensing |
| 研究领域[WOS] | Geochemistry & Geophysics ; Remote Sensing |
| 关键词[WOS] | NORM ESTIMATION ; FIELDS |
| 收录类别 | SCI |
| 语种 | 英语 |
| WOS记录号 | WOS:000236091500006 |
| 源URL | [http://119.78.226.72/handle/331011/19379]  |
| 专题 | 上海天文台_天文地球动力学研究中心 |
| 作者单位 | 1.Chongqing Univ, Sch Civil Engn, Chongqing 400045, Peoples R China 2.Chinese Acad Sci, Shanghai Astron Observ, Shanghai 200030, Peoples R China 3.State Bur Surveying & Mapping, Geodet Data Proc Ctr, Xian 710054, Peoples R China 4.Guangdong Univ technol, Fac Construct, Guangzhou, Guangdong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Peng, JH,Guo, CX,Zhang, HP,et al. An aggregate constraint method for inequality-constrained least squares problems[J]. JOURNAL OF GEODESY,2006,79(12):705-713. |
| APA | Peng, JH,Guo, CX,Zhang, HP,&Shong, SL.(2006).An aggregate constraint method for inequality-constrained least squares problems.JOURNAL OF GEODESY,79(12),705-713. |
| MLA | Peng, JH,et al."An aggregate constraint method for inequality-constrained least squares problems".JOURNAL OF GEODESY 79.12(2006):705-713. |
入库方式： OAI收割
来源：上海天文台
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