A feasible method for optimization with orthogonality constraints

Z Wen, W Yin - Mathematical Programming, 2013 - Springer
Minimization with orthogonality constraints (eg, X^ ⊤ X= I) and/or spherical constraints (eg,
‖ x ‖ _2= 1) has wide applications in polynomial optimization, combinatorial optimization …

[图书][B] Linear matrix inequalities in system and control theory

The basic topic of this book is solving problems from system and control theory using convex
optimization. We show that a wide variety of problems arising in system and control theory …

[图书][B] Templates for the solution of algebraic eigenvalue problems: a practical guide

Z Bai, J Demmel, J Dongarra, A Ruhe, H van der Vorst - 2000 - SIAM
In many large scale scientific or engineering computations, ranging from computing the
frequency response of a circuit to the earthquake response of a buildingto the energy levels …

Computing a nearest symmetric positive semidefinite matrix

NJ Higham - Linear algebra and its applications, 1988 - Elsevier
The nearest symmetric positive semidefinite matrix in the Frobenius norm to an arbitrary real
matrix A is shown to be (B+ H)/2, where H is the symmetric polar factor of B=(A+ AT)/2. In the …

[图书][B] Handbook of linear algebra

L Hogben - 2006 - books.google.com
The Handbook of Linear Algebra provides comprehensive coverage of linear algebra
concepts, applications, and computational software packages in an easy-to-use handbook …

Interior point methods in semidefinite programming with applications to combinatorial optimization

F Alizadeh - SIAM journal on Optimization, 1995 - SIAM
This paper studies the semidefinite programming SDP problem, ie, the optimization problem
of a linear function of a symmetric matrix subject to linear equality constraints and the …

Designing structured tight frames via an alternating projection method

JA Tropp, IS Dhillon, RW Heath… - IEEE Transactions on …, 2005 - ieeexplore.ieee.org
Tight frames, also known as general Welch-bound-equality sequences, generalize
orthonormal systems. Numerous applications-including communications, coding, and …

[图书][B] Inverse eigenvalue problems: theory, algorithms, and applications

M Chu, G Golub - 2005 - books.google.com
Inverse eigenvalue problems arise in a remarkable variety of applications and associated
with any inverse eigenvalue problem are two fundamental questions—the theoretical issue …

[图书][B] Nondifferentiable optimization and polynomial problems

NZ Shor - 2013 - books.google.com
Polynomial extremal problems (PEP) constitute one of the most important subclasses of
nonlinear programming models. Their distinctive feature is that an objective function and …

Inverse eigenvalue problems

MT Chu - SIAM review, 1998 - SIAM
A collection of inverse eigenvalue problems are identified and classified according to their
characteristics. Current developments in both the theoretic and the algorithmic aspects are …