Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem

DOI10.1515/156939506776382148zbMath1096.65052OpenAlexW2031051813MaRDI QIDQ5477513

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Publication date: 3 July 2006

Published in: Journal of Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939506776382148

zbMATH Keywords

semidefinite programmingToeplitz matrixcovariance matrixprojection methoddigital signal processingstochastic filteringprimal-dual interior-point methodNumerical results

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Quadratic programming (90C20)

Related Items (2)

Robust estimation of (partial) autocorrelation ⋮ Generalized Rayleigh quotient and finite element two-grid discretization schemes

Uses Software

• SDPA
• SDPpack
• filterSQP

Cites Work

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• Applications of second-order cone programming
• A successive projection method
• Moment problems and low rank Toeplitz approximations
• On the factorization of matrices
• Approximation by a Hermitian Positive Semidefinite Toeplitz Matrix
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
• Semidefinite Programming
• SQP algorithms for solving Toeplitz matrix approximation problem
• Handbook of semidefinite programming. Theory, algorithms, and applications

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