期刊论文详细信息
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 卷:202
Solving Hankel matrix approximation problem using semidefinite programming
Article
Al-Homidan, Suliman
关键词: primal-dual interior-point method;    Hankel matrix;    semidefinite programming;   
DOI  :  10.1016/j.cam.2006.02.033
来源: Elsevier
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【 摘 要 】

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. (c) 2006 Elsevier B.V. All rights reserved.

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