Alternating Direction Method for a Class of Sylvester Matrix Equations with Linear Matrix Inequality Constraint

被引：5
|
作者：
Ke, Yifen [1 ,2 ,3 ]
Ma, Changfeng [2 ,3 ]
机构：
[1] Chinese Acad Sci, Key Lab Computat Geodynam, Beijing, Peoples R China
[2] Fujian Normal Univ, Coll Math & Informat, Fuzhou 350117, Fujian, Peoples R China
[3] Fujian Normal Univ, FJKLMAA, Fuzhou 350117, Fujian, Peoples R China
来源：
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2018年 / 39卷 / 03期
基金：
中国博士后科学基金;
关键词：
Alternating direction method; convergence analysis; linear matrix inequality constraint; numerical experiment; Sylvester matrix equations; COMMON SOLUTION; AX; PAIR; A2XB2=C2; A1XB1=C1; XB; XC;
D O I：
10.1080/01630563.2017.1349795
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper introduces an alternating direction method of multi pliers (ADMM) for finding solutions to a class of Sylvester matrix equation AXB = E subject to a linear matrix inequality constraint CXD >= G. Preliminary convergence properties of ADMM are presented. Numerical experiments are performed to illustrate the feasibility and effectiveness of ADMM. In addition, some numerical comparisons with a recent algorithm are also given.
引用
收藏
页码：257 / 275
页数：19
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