A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds
| dc.contributor.author | Ling, C. | |
| dc.contributor.author | Yin, H. | |
| dc.contributor.author | Zhou, Guanglu | |
| dc.date.accessioned | 2017-01-30T13:56:13Z | |
| dc.date.available | 2017-01-30T13:56:13Z | |
| dc.date.created | 2012-03-23T01:19:49Z | |
| dc.date.issued | 2011 | |
| dc.identifier.citation | Ling, Chen and Yin, Hongxia and Zhou, Guanglu. 2011. A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds. Computational Optimization and Applications. 50: pp. 351-378. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/36534 | |
| dc.identifier.doi | 10.1007/s10589-010-9356-0 | |
| dc.description.abstract |
This paper discusses the L 2 spectral estimation problem with lower and upper bounds. To the best of our knowledge, it is unknown if the existing methods for this problem have superlinear convergence property or not. In this paper we propose a nonsmooth equation reformulation for this problem. Then we present a smoothing Newton-type method for solving the resulting system of nonsmooth equations. Global and local superlinear convergence of the proposed method are proved under some mild conditions. Numerical tests show that this method is promising. | |
| dc.publisher | Springer, Van Godewijckstraat | |
| dc.title | A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds | |
| dc.type | Journal Article | |
| dcterms.source.volume | 50 | |
| dcterms.source.startPage | 351 | |
| dcterms.source.endPage | 378 | |
| dcterms.source.issn | 09266003 | |
| dcterms.source.title | Computational Optimization and Applications | |
| curtin.department | Department of Mathematics and Statistics | |
| curtin.accessStatus | Fulltext not available |