Hybrid methods for approximating Hankel matrix

Suliman Al-Homidan*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

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 languageEnglish
Pages (from-to)57-66
Number of pages10
JournalNumerical Algorithms
Volume32
Issue number1
DOIs
StatePublished - 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

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