@TECHREPORT\{IMM2003-02814,
    author       = "L. Elden and P. C. Hansen and M. Rojas",
    title        = "Minimization of Linear Functionals Defined on
 Solutions of Large-Scale Discrete Ill-Posed Problems",
    year         = "2003",
    keywords     = "Discrete ill-posed problems, confidence intervals, large-scale algorithms, trust regions.",
    number       = "",
    series       = "IMM-Technical report-2003-25",
    institution  = "Informatics and Mathematical Modelling, Technical University of Denmark, {DTU}",
    address      = "Richard Petersens Plads, Building 321, {DK-}2800 Kgs. Lyngby",
    type         = "",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/2814-full.html",
    abstract     = "The minimization of linear functionals de ned on the solutions of discrete ill-posed problems arises, e.g., in the computation of con dence intervals for these solutions. In 1990, Elden proposed an algorithm for this minimization problem based on a parametric-programming reformulation involving the solution of a sequence of trust-region problems, and using matrix factorizations. In this paper, we describe {MLFIP,} a large-scale version of this algorithm where a limited-memory trust-region solver is used on the subproblems. We illustrate the use of our algorithm in connection with an inverse heat conduction problem."
}