Algorithm for inequality-constrained least squares problems
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Publication:520270
DOI10.1007/S40314-015-0226-3zbMATH Open1359.15008OpenAlexW2079518324MaRDI QIDQ520270FDOQ520270
Authors: Jing-Jing Peng, Anping Liao 
Publication date: 3 April 2017
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-015-0226-3
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Cites Work
- Numerical Optimization
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- The reflexive solutions of the matrix equation \(AX B = C\)
- Re-nnd SOLUTIONS OF THE MATRIX EQUATION AXB=C
- An iterative method for the skew-symmetric solution and the optimal approximate solution of the matrix equation \(AXB=C\)
- Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle
- An iterative method for the least squares symmetric solution of the linear matrix equation \(AXB = C\)
- Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
- Matrix iterative solutions to the least squares problem of \(BXA^{T} = F\) with some linear constraints
- An iterative algorithm for solving a finite-dimensional linear operator equation \(T(x)=f\) with applications
- On the symmetric solutions of linear matrix equations
- An iteration method for the symmetric solutions and the optimal approximation solution of the matrix equation \(AXB\)=\(C\)
- Title not available (Why is that?)
- Ranks of least squares solutions of the matrix equation \(AXB=C\)
- Iterative orthogonal direction methods for Hermitian minimum norm solutions of two consistent matrix equations
- On the Uniqueness of Nonnegative Sparse Solutions to Underdetermined Systems of Equations
- Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
- Title not available (Why is that?)
- Ranks of Hermitian and skew-Hermitian solutions to the matrix equation \(AXA^*=B\)
- The solutions to some operator equations
- Generalized reflexive solutions of the matrix equation \(AXB=D\) and an associated optimal approximation problem
- Necessary and sufficient conditions for quadratic minimality
- Positive solutions to operator equations \(AXB=C\)
- A new penalty function algorithm for convex quadratic programming
- A minimal residual algorithm for the inconsistent matrix equation \(AXB = C\) over symmetric matrices
- An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
- A quadratic programming algorithm
- Optimal approximate solution of the matrix equation \(AXB=C\) over symmetric matrices
- Some properties of submatrices in a solution to the matrix equation \(AXB=C\) with applications
Cited In (10)
- The iterative solution of a class of tensor equations via Einstein product with a tensor inequality constraint
- Least-squares symmetric solution to the matrix equation \(AXB=C\) with the norm inequality constraint
- Lyapunov-type least-squares problems over symmetric cones
- A class of linear constrained matrix inequality and its least squares problem
- Algorithms for indefinite linear least squares problems
- Adaptive algorithm for constrained least-squares problems
- Dykstra's Algorithm for a Constrained Least-squares Matrix Problem
- The least squares solution of a class of generalized Sylvester-transpose matrix equations with the norm inequality constraint
- Augmented Lagrangian method for matrix equation least-squares problem under a matrix inequality constraint
- An efficient method for solving a matrix least squares problem over a matrix inequality constraint
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