Solving quadratically constrained least squares problems using a differential-geometric approach

DOI10.1023/A:1021998908811MaRDI QIDQ698567zbMATH OpenOpenAlexFDO

Authors Lars Eldén

Publication date 1 December 2002

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021998908811

zbMATH Keywords

convergenceStiefel manifoldnumerical exampleNewton's methodleast squares problemsecular equationill-conditionedquadratic constraintoptimal Lagrange multiplier

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Recommendations

• Quadratically constrained least squares and quadratic problems
• Solving quadratically constrained least squares using black box solvers
• Least squares problems with absolute quadratic constraints
• An extreme case of least squares problems with a quadratic equality constraint
• A Projection Method for Least Squares Problems with a Quadratic Equality Constraint

Cited in

(8)

• Least squares problems with absolute quadratic constraints
• A Study on the Optimization Problem Solving utilizing the Quadratic Curve using the Dynamic Geometry Software
• Dual principal component pursuit
• Solving quadratic distance problems: an LMI-based approach
• Solving quadratically constrained least squares using black box solvers
• A Projection Method for Least Squares Problems with a Quadratic Equality Constraint
• Efficient blind compressed sensing using sparsifying transforms with convergence guarantees and application to magnetic resonance imaging
• Quadratically constrained least squares and quadratic problems

This page was built for publication: Solving quadratically constrained least squares problems using a differential-geometric approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q698567)