Solving quadratically constrained least squares using black box solvers

DOI10.1007/BF02074882MaRDI QIDQ1198979zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• 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
• Smoothing by spline functions. II

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
• An iterative algorithm for large size least-squares constrained regularization problems
• Collocation methods for Cauchy problems of elliptic operators via conditional stabilities
• 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
• scientific article; zbMATH DE number 922652 (Why is no real title available?)
• Least squares problems with absolute quadratic constraints
• scientific article; zbMATH DE number 1424424 (Why is no real title available?)
• A unifying convergence analysis of second-order methods for secular equations

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