Convergence rate of Newton's method for \(L_2\) spectral estimation
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Publication:2492708
DOI10.1007/s10107-005-0695-zzbMath1111.90113OpenAlexW2070989815MaRDI QIDQ2492708
Liqun Qi, Chen Ling, 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
Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (4)
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 ⋮ A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds
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