ISSN:
1436-4646
Keywords:
Constrained Least Squares Problems
;
Positive Semidefinite Quadratic Programming
;
Orthogonal Factorization
;
Reorthogonalization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract This paper presents a feasible descent algorithm for solving certain constrained least squares problems. These problems are specially structured quadratic programming problems with positive semidefinite Hessian matrices that are allowed to be singular. The algorithm generates a finite sequence of subproblems that are solved using the numerically stable technique of orthogonal factorization with reorthogonalization and Given's transformation updating.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01582105
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