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A hybrid algorithm for solving minimization problem over ( R,S )-symmetric matrices with the matrix inequality constraint.
- Source :
-
Linear & Multilinear Algebra . May2015, Vol. 63 Issue 5, p1049-1072. 24p. - Publication Year :
- 2015
-
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]
Details
- Language :
- English
- ISSN :
- 03081087
- Volume :
- 63
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- Linear & Multilinear Algebra
- Publication Type :
- Academic Journal
- Accession number :
- 100015682
- Full Text :
- https://doi.org/10.1080/03081087.2014.918118