A smoothing Newton-type method for solving the L _2 spectral estimation problem with lower and upper bounds

DOI10.1007/S10589-010-9356-0MaRDI QIDQ763390zbMATH OpenOpenAlexFDO

Authors Chen Ling, Guanglu Zhou, Hong-Xia Yin

Publication date 9 March 2012

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-010-9356-0

zbMATH Keywords

superlinear convergencesemismoothness\(L _{2}\) spectral estimationsmoothing Newton-type method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

• L₂ Spectral Estimation
• A Dual Approach to Multidimensional L_p Spectral Estimation Problems
• A Newton Method for Shape-Preserving Spline Interpolation
• A further result on an implicit function theorem for locally Lipschitz functions
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• A simple constraint qualification in infinite dimensional programming
• A smoothing Newton method for general nonlinear complementarity problems
• A smoothing method for mathematical programs with equilibrium constraints
• A smoothing projected Newton-type algorithm for semi-infinite programming
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Convergence of Newton's method for convex best interpolation
• Convergence rate of Newton's method for \(L_2\) spectral estimation
• Differentiability and semismoothness properties of integral functions and their applications
• Duality Relationships for Entropy-Like Minimization Problems
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Maximum entropy and maximum likelihood in spectral estimation
• Nonsmooth Equations: Motivation and Algorithms
• Optimization and nonsmooth analysis
• Partially finite convex programming. I: Quasi relative interiors and duality theory
• Positive definite functions and generalizations, an historical survey
• Quadratic convergence of Newton's method for convex interpolation and smoothing
• Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations
• Semismooth and Semiconvex Functions in Constrained Optimization
• Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations
• Smoothing functions and smoothing Newton method for complementarity and variational inequality problems
• Some examples of cycling in variable metric methods for constrained minimization
• Spectral estimation for sensor arrays
• \(L_ p\)-spectral estimation with an \(L_ \infty\)-upper bound

Cited in

(6)

• L₂ Spectral Estimation
• scientific article; zbMATH DE number 6815822 (Why is no real title available?)
• Semismooth properties of a class of integral functions
• A convergence analysis of hybrid gradient projection algorithm for constrained nonlinear equations with applications in compressed sensing
• A projection-based hybrid PRP-DY type conjugate gradient algorithm for constrained nonlinear equations with applications
• Convergence rate of Newton's method for \(L_2\) spectral estimation

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