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1. A hybrid algorithm for solving minimization problem over ( R,S )-symmetric matrices with the matrix inequality constraint.

Author

Li, Jiao-fen, Li, Wen, and Peng, Zhen-yun

Subjects
*MATRIX inequalities, *SYMMETRIC matrices, *PROBLEM solving, *STOCHASTIC convergence, *ALGORITHMS, *ITERATIVE methods (Mathematics)
Abstract

In this paper, we consider the following minimization problem:where,,,andare given. An efficient inequality relaxation technique is presented to relax the matrix inequality constraint so that there is an optimal solution which is(R,S)-symmetric that minimize, and also satisfies the corrected matrix inequality constraint. A hybrid algorithm with convergence analysis is given to solve this problem. Numerical examples show that the algorithm requires less CPU times when compared with some other methods. [ABSTRACT FROM AUTHOR]

Published
2015
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