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Primal-Dual Formulations for Parameter Estimation Problems

Guy Chavent 1 Karl Kunisch Jean Roberts 2
2 ONDES - Modeling, analysis and simulation of wave propagation phenomena
Inria Paris-Rocquencourt, UMA - Unité de Mathématiques Appliquées, CNRS - Centre National de la Recherche Scientifique : UMR2706
Abstract : A new method for formulating and solving parameter estimation problems based on Fenchel duality is presented. The partial differential equation is considered as a contraint in a least squares type formulation and is realized as a penalty term involving the primal and dual energy functionals associated with the differential equation. Splitting algorithms and mixed finite element discretizations are discussed and some numerical examples are given.
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Submitted on : Wednesday, May 24, 2006 - 1:46:34 PM
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  • HAL Id : inria-00073799, version 1



Guy Chavent, Karl Kunisch, Jean Roberts. Primal-Dual Formulations for Parameter Estimation Problems. [Research Report] RR-2891, INRIA. 1996. ⟨inria-00073799⟩



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