Solving Hankel matrix approximation problem using semidefinite programming

DOI10.1016/J.CAM.2006.02.033MaRDI QIDQ875374zbMATH OpenOpenAlexFDO

Authors Suliman Al-Homidan

Publication date 13 April 2007

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

Full work available at URL https://doi.org/10.1016/j.cam.2006.02.033

zbMATH Keywords

numerical examplesalgorithmsemidefinite programmingHankel matrixnearest matrixprimal-dual interior-point algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Interior-point methods (90C51) Semidefinite programming (90C22)

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Cites work

• scientific article; zbMATH DE number 3854346 (Why is no real title available?)
• scientific article; zbMATH DE number 5004921 (Why is no real title available?)
• scientific article; zbMATH DE number 5124934 (Why is no real title available?)
• scientific article; zbMATH DE number 3704749 (Why is no real title available?)
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• A successive projection method
• An Algorithm for Restricted Least Squares Regression
• Functional Operators (AM-22), Volume 2
• Hybrid methods for approximating Hankel matrix
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Low rank approximation of a Hankel matrix by structured total least norm
• On the Nesterov--Todd Direction in Semidefinite Programming
• On the factorization of matrices
• Sizing and Least-Change Secant Methods
• Smallest eigenvalues of Hankel matrices for exponential weights
• Solving semidefinite programs using preconditioned conjugate gradients
• Solving semidefinite-quadratic-linear programs using SDPT3
• The Solution to a Structured Matrix Approximation Problem Using GrassmanCoordinates
• The role of abstract algebra in structured estimation theory

Cited in

(11)

• Computing the nearest circulant positive semi-definite matrix to a noisy matrix
• scientific article; zbMATH DE number 5004921 (Why is no real title available?)
• scientific article; zbMATH DE number 5124934 (Why is no real title available?)
• Operator equations inducing some generalizations of slant Hankel operators
• Minimal condition number for positive definite Hankel matrices using semidefinite programming
• Semi-definite programming for the nearest circulant semi-definite matrix problem
• On computing nearest singular Hankel matrices
• Hybrid methods for approximating Hankel matrix
• Slant Hankel operators of multivariate order
• Semidefinite programming for the nearest Hurwitz semidefinite matrix problem
• Projection Methods in Conic Optimization

Describes a project that uses

Uses Software

• CRAIG
• KELLEY
• SDPT3
• LSQR

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