کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4642911 1341360 2007 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Solving Hankel matrix approximation problem using semidefinite programming
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Solving Hankel matrix approximation problem using semidefinite programming
چکیده انگلیسی

Positive semidefinite Hankel matrices arise in many important applications. Some of their properties may be lost due to rounding or truncation errors incurred during evaluation. The problem is to find the nearest matrix to a given matrix to retrieve these properties. The problem is converted into a semidefinite programming problem as well as a problem comprising a semidefined program and second-order cone problem. The duality and optimality conditions are obtained and the primal–dual algorithm is outlined. Explicit expressions for a diagonal preconditioned and crossover criteria have been presented. Computational results are presented. A possibility for further improvement is indicated.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 202, Issue 2, 15 May 2007, Pages 304–314
نویسندگان
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