Hybrid methods for approximating Hankel matrix

被引:10
|
作者
Al-Homidan, S [1 ]
机构
[1] King Fahd Univ Petr & Minerals, Dept Math Sci, Dhahran 31261, Saudi Arabia
关键词
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.
引用
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页码:57 / 66
页数:10
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