A vector majorization method for solving a nonlinear programming problem (Q1122933)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A vector majorization method for solving a nonlinear programming problem |
scientific article |
Statements
A vector majorization method for solving a nonlinear programming problem (English)
0 references
1989
0 references
The author considers the problem to maximize the product of all terms \(1+a_ i/(1-a^ 2_ 1-...-a^ 2_{i-1})^{1/2},\) where \(\| a\| <\vartheta <1\). The problem arises in error analysis of the so- called hyperbolic rotation algorithm for Cholesky factors. An alternative proof is presented based on vector majorization and Schur-convex functions, which does not need Lagrange multipliers.
0 references
error analysis
0 references
hyperbolic rotation algorithm
0 references
Cholesky factors
0 references
vector majorization
0 references
Schur-convex functions
0 references
