POSITIVE-DEFINITE CONSTRAINED LEAST-SQUARES ESTIMATION OF MATRICES

被引：14
|
作者：
HU, H
机构：
[1] Department of Mathematical Sciences Northern Illinois University DeKalb
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 1995年 / 229卷
关键词：
D O I：
10.1016/0024-3795(94)00024-8
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper presents a method for positive definite constrained least-squares estimation of matrices. The approach is to transform the problem into an equivalent convex quadratic program with infinitely many linear constraints and solve the latter by generating and solving a sequence of ordinary convex quadratic programs.
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页码：167 / 174
页数：8
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