Solving quadratically constrained least squares using black box solvers

DOI10.1007/BF02074882zbMATH Open0763.65043OpenAlexW2057877490WikidataQ57397425 ScholiaQ57397425MaRDI QIDQ1198979FDOQ1198979

Authors: Tony F. Chan, Julia A. Olkin, Donald W. Cooley 

Publication date: 16 January 1993

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02074882

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zbMATH Keywords

algorithmsnumerical resultsLagrange multipliersingular valuesecular equationquadratic inequality constraintblack box solversleast squares minimization problem

Mathematics Subject Classification ID

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

Cites Work

• Smoothing by spline functions. II
• A constrained eigenvalue problem
• Algorithms for the regularization of ill-conditioned least squares problems
• Least squares with a quadratic constraint
• On the Stationary Values of a Second-Degree Polynomial on the Unit Sphere

Cited In (12)

• Black box methods for least squares problems
• Solving quadratically constrained least squares problems using a differential-geometric approach
• Tracing the characteristic curve of a quadratic black box
• Collocation methods for Cauchy problems of elliptic operators via conditional stabilities
• An iterative algorithm for large size least-squares constrained regularization problems
• Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint
• Trust-region and other regularisations of linear least-squares problems
• Use of quadratic models with mesh-adaptive direct search for constrained black box optimization
• Title not available (Why is that?)
• Least squares problems with absolute quadratic constraints
• Title not available (Why is that?)
• A unifying convergence analysis of second-order methods for secular equations

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