Approximate Toeplitz matrix problem using semidefinite programming

DOI10.1007/S10957-007-9254-5MaRDI QIDQ2483033zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 May 2008

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-007-9254-5

zbMATH Keywords

Toeplitz matricesSemidefinite programmingPrimal-dual interior-point methodsProjection methods

Mathematics Subject Classification ID

Interior-point methods (90C51) Semidefinite programming (90C22)

Recommendations

• Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem
• Approximation by a Hermitian Positive Semidefinite Toeplitz Matrix
• SQP algorithms for solving Toeplitz matrix approximation problem
• Computation of symmetric positive definite Toeplitz matrices by the hybrid steepest descent method
• Finding the closest Toeplitz matrix

Cites work

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• A successive projection method
• A view of three decades of linear filtering theory
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• Approximation by a Hermitian Positive Semidefinite Toeplitz Matrix
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Moment problems and low rank Toeplitz approximations
• On the Nesterov--Todd Direction in Semidefinite Programming
• On the factorization of matrices
• SQP algorithms for solving Toeplitz matrix approximation problem
• Sizing and Least-Change Secant Methods
• Solving semidefinite programs using preconditioned conjugate gradients
• Solving semidefinite-quadratic-linear programs using SDPT3

Cited in

(13)

• Approximation by a Hermitian Positive Semidefinite Toeplitz Matrix
• Semidefinite programming for the nearest Hurwitz semidefinite matrix problem
• On projection of a positive definite matrix on a cone of nonnegative definite Toeplitz matrices
• Computing the nearest circulant positive semi-definite matrix to a noisy matrix
• Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem
• Finding the closest Toeplitz matrix
• SQP algorithms for solving Toeplitz matrix approximation problem
• Computation of symmetric positive definite Toeplitz matrices by the hybrid steepest descent method
• Solving Hankel matrix approximation problem using semidefinite programming
• Semi-definite programming for the nearest circulant semi-definite matrix problem
• scientific article; zbMATH DE number 1833345 (Why is no real title available?)
• Approximate Semidefinite Matrices in a Linear Variety
• Second-order cone and semidefinite methods for the bisymmetric matrix approximation problem

Describes a project that uses

Uses Software

• LSQR
• SDPT3
• CRAIG

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