Least squares problems with absolute quadratic constraints

DOI10.1155/2012/312985MaRDI QIDQ642811zbMATH OpenOpenAlexWikidataFDO

Authors René Schöne, Tobias Hanning

Publication date 27 October 2011

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2012/312985

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20)

Review text

Summary: This paper analyzes linear least squares problems with absolute quadratic constraints. We develop a generalized theory following Bookstein's conic-fitting and Fitzgibbon's direct ellipse-specific fitting. Under simple preconditions, it can be shown that a minimum always exists and can be determined by a generalized eigenvalue problem. This problem is numerically reduced to an eigenvalue problem by multiplications of Givens' rotations. Finally, four applications of this approach are presented.

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Cites work

• scientific article; zbMATH DE number 47657 (Why is no real title available?)
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