A vector majorization method for solving a nonlinear programming problem (Q1122933)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A vector majorization method for solving a nonlinear programming problem |
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A vector majorization method for solving a nonlinear programming problem (English)
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1989
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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.
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error analysis
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hyperbolic rotation algorithm
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Cholesky factors
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vector majorization
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Schur-convex functions
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