Let SE denote the least-squares symmetric solution set of the matrix equation A×B=C,where A,B and C are given matrices of suitable size.To find the optimal approximate solution in the set SE to a given matrix,we ...Let SE denote the least-squares symmetric solution set of the matrix equation A×B=C,where A,B and C are given matrices of suitable size.To find the optimal approximate solution in the set SE to a given matrix,we give a new feasible method based on the projection theorem,the generalized SVD and the canonical correction decomposition.展开更多
Dykstra’s alternating projection algorithm was proposed to treat the problem of finding the projection of a given point onto the intersection of some closed convex sets. In this paper, we first apply Dykstra’s alter...Dykstra’s alternating projection algorithm was proposed to treat the problem of finding the projection of a given point onto the intersection of some closed convex sets. In this paper, we first apply Dykstra’s alternating projection algorithm to compute the optimal approximate symmetric positive semidefinite solution of the matrix equations AXB = E, CXD = F. If we choose the initial iterative matrix X0 = 0, the least Frobenius norm symmetric positive semidefinite solution of these matrix equations is obtained. A numerical example shows that the new algorithm is feasible and effective.展开更多
The penalty function method is a significant method for solving nonlinear constrained optimization problems(COP).In this paper,a new quadratic continuous differentiable smooth penalty function is proposed for the l_(1...The penalty function method is a significant method for solving nonlinear constrained optimization problems(COP).In this paper,a new quadratic continuous differentiable smooth penalty function is proposed for the l1exact penalty function.The error estimations between the objective function values of the smooth penalty problem,the penalty problem and the original problem are also studied.Furthermore,based on the smoothed penalty function,an algorithm for solving COP is proposed,and the convergence of the algorithm is proved.Finally,several numerical examples are given to illustrate the effectiveness of the proposed algorithm.展开更多
基金The work of this author was supported in part by Natural Science Foundation of Hunan Province(No.03JJY6028).
摘要Let SE denote the least-squares symmetric solution set of the matrix equation A×B=C,where A,B and C are given matrices of suitable size.To find the optimal approximate solution in the set SE to a given matrix,we give a new feasible method based on the projection theorem,the generalized SVD and the canonical correction decomposition.
摘要Dykstra’s alternating projection algorithm was proposed to treat the problem of finding the projection of a given point onto the intersection of some closed convex sets. In this paper, we first apply Dykstra’s alternating projection algorithm to compute the optimal approximate symmetric positive semidefinite solution of the matrix equations AXB = E, CXD = F. If we choose the initial iterative matrix X0 = 0, the least Frobenius norm symmetric positive semidefinite solution of these matrix equations is obtained. A numerical example shows that the new algorithm is feasible and effective.
基金supported by the National Natural Science Foundation of China(Nos.11471102 and 12071112)Basic Research Projects for Key Scientific Research Projects of Henan Projects of China(No.20ZX001).
摘要The penalty function method is a significant method for solving nonlinear constrained optimization problems(COP).In this paper,a new quadratic continuous differentiable smooth penalty function is proposed for the l1exact penalty function.The error estimations between the objective function values of the smooth penalty problem,the penalty problem and the original problem are also studied.Furthermore,based on the smoothed penalty function,an algorithm for solving COP is proposed,and the convergence of the algorithm is proved.Finally,several numerical examples are given to illustrate the effectiveness of the proposed algorithm.