Numerical Experiments with Toeplitz Matrix Approximation Methods
نویسنده
چکیده
Positive semidefinite Toeplitz matrix constraints arise naturally in a variety of problems in engineering. This paper deals with the numerical of this problem. Our approach is based on (i) interior point primal-dual path-following method; (ii) a projection algorithm which converges globally but slowly; (iii) the filterSQP method which is faster. Hybrid methods that attempt to combine the best features of both methods are then considered. Comparative numerical results are reported.
منابع مشابه
Toeplitz Matrix Approximation
This paper deals with numerical Toeplitz matrix approximation. Our approach is based on (i) a projection algorithm which converges globally but slowly; and (ii) the quasi-Newton method which is faster. Hybrid methods that attempt to combine the best features of both methods are then considered.
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