Abstract
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.
Original language | English |
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Pages (from-to) | 57-66 |
Number of pages | 10 |
Journal | Numerical Algorithms |
Volume | 32 |
Issue number | 1 |
DOIs | |
State | Published - Jan 2003 |
Keywords
- Alternating projections
- Hankel matrix
- Least distance functions
- Newton method
- Non-smooth optimization
- Positive semi-definite matrix
ASJC Scopus subject areas
- Applied Mathematics