alternating projections;
Hankel matrix;
least distance functions;
non-smooth optimization;
positive semi-definite matrix;
Newton method;
D O I:
10.1023/A:1022202125077
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
Hybrid methods for minimizing least distance functions with Hankel positive semi-definite matrix constraints are considered. Our approach is based on (i) a projection algorithm which converges globally but slowly; and (ii) the Newton method which is faster. Hybrid methods that attempt to combine the best features of both methods are then considered. Comparative numerical results are reported.
机构:
TECHNION ISRAEL INST TECHNOL,FAC IND ENGN & MANAGEMENT,IL-32000 HAIFA,ISRAELTECHNION ISRAEL INST TECHNOL,FAC IND ENGN & MANAGEMENT,IL-32000 HAIFA,ISRAEL
HAVIV, M
RITOV, Y
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机构:
TECHNION ISRAEL INST TECHNOL,FAC IND ENGN & MANAGEMENT,IL-32000 HAIFA,ISRAELTECHNION ISRAEL INST TECHNOL,FAC IND ENGN & MANAGEMENT,IL-32000 HAIFA,ISRAEL
RITOV, Y
ROTHBLUM, UG
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机构:
TECHNION ISRAEL INST TECHNOL,FAC IND ENGN & MANAGEMENT,IL-32000 HAIFA,ISRAELTECHNION ISRAEL INST TECHNOL,FAC IND ENGN & MANAGEMENT,IL-32000 HAIFA,ISRAEL