Convergence rate of Newton's method for L₂ spectral estimation

DOI10.1007/S10107-005-0695-ZMaRDI QIDQ2492708zbMATH OpenOpenAlexFDO

Authors Chen Ling, Liqun Qi, Hong-Xia Yin

Publication date 14 June 2006

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-005-0695-z

zbMATH Keywords

Hölder continuous propertyNewton method

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of quasi-Newton type (90C53)

Recommendations

• A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds
• Newton Methods with Hölder Derivative
• L₂ Spectral Estimation
• On some modifications of Newton's method for solving the nonlinear spectral problem
• On the convergence of Newton's method when estimating higher dimensional parameters

Cites work

• L₂ Spectral Estimation
• \(L_ p\)-spectral estimation with an \(L_ \infty\)-upper bound
• A dual approach to constrained interpolation from a convex subset of Hilbert space
• A Dual Approach to Multidimensional L_p Spectral Estimation Problems
• A globally convergent Newton method for convex \(SC^ 1\) minimization problems
• A new approach to spectral estimation: A tunable high-resolution spectral estimator.
• A nonsmooth version of Newton's method
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Convergence of Newton's method for convex best interpolation
• Differentiability and semismoothness properties of integral functions and their applications
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Maximum entropy and maximum likelihood in spectral estimation
• Nonsmooth Equations: Motivation and Algorithms
• Partially finite convex programming. I: Quasi relative interiors and duality theory
• Quadratic convergence of Newton's method for convex interpolation and smoothing
• Semismooth and Semiconvex Functions in Constrained Optimization
• Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
• Smoothing and Interpolation in a Convex Subset of a Hilbert Space
• Spectral estimation for sensor arrays
• Spectral estimation via selective harmonic amplification

Cited in

(6)

• Smooth and semismooth Newton methods for constrained approximation and estimation
• A semismooth Newton method for tensor eigenvalue complementarity problem
• Maximum entropy power spectrum estimation for 2-D multirate systems
• Further Results on the Convergence of the Pavon–Ferrante Algorithm for Spectral Estimation
• scientific article; zbMATH DE number 1829138 (Why is no real title available?)
• A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds

This page was built for publication: Convergence rate of Newton's method for \(L_2\) spectral estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2492708)