An aggregate constraint method for inequality-constrained least squares problems

	An aggregate constraint method for inequality-constrained least squares problems
	Peng, JH ; Guo, CX ; Zhang, HP ; Shong, SL
刊名	JOURNAL OF GEODESY
	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
内容类型	期刊论文
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.