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Regularization of linear least squares problems by total bounded variation

G. Chavent, K. Kunisch (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We consider the problem : (P) Minimize λ 2 over u ∈ K ∩ X, where α≥ 0, β > 0, K is a closed convex subset of L2(Ω), and the last additive term denotes the BV-seminorm of u, T is a linear operator from L2 ∩ BV into the observation space Y. We formulate necessary optimality conditions for (P). Then we show that (P) admits, for given regularization parameters α and β, solutions which depend in a stable manner on the data z. Finally we study the asymptotic behavior when α = β → 0. The regularized...

Relaxation of vectorial variational problems

Tomáš Roubíček (1995)

Mathematica Bohemica

Multidimensional vectorial non-quasiconvex variational problems are relaxed by means of a generalized-Young-functional technique. Selective first-order optimality conditions, having the form of an Euler-Weiestrass condition involving minors, are formulated in a special, rather a model case when the potential has a polyconvex quasiconvexification.

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