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Smoothing Approximations For Non Square Matrix Norm Optimization Problem

Posted on:2013-04-17Degree:MasterType:Thesis
Country:ChinaCandidate:X Y WeiFull Text:PDF
GTID:2230330395450264Subject:Computational Mathematics
Abstract/Summary:PDF Full Text Request
Matrix norm optimization problems are the research objects of modern engineer-ing technology. For symmetrical matrices2-norm minimization, we are familiar with interior-point method, augmented Lagrange ADM and smoothing technique to solve this problem. As the research deeper, non-square norm minimization was emerged, and some scholars extended the interior-point method and ADM onto this problem.In this thesis,we try to extend the smoothing technique onto the problem of mini-mizing the non-square matrix2-norm. First, construct the smooth approximation func-tion of non-smooth problem; and then, we give the gradient and Hessian matrix of smooth function, using the symmetrical technique and character of spectral function; last, we combine the inexact Newton method to present some numerical experiments, and show that this method is practicable.
Keywords/Search Tags:matrix norm optimization problems, smoothing technique, inexact New-ton methods
PDF Full Text Request
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