Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

Solving a class of matrix minimization problems by linear variational inequality approaches

Language

English

Abstract

A class of matrix optimization problems can be formulated as a linear variational inequalities with special structures. For solving such problems, the projection and contraction method (PC method) is extended to variational inequalities with matrix variables. Then the main costly computational load in PC method is to make a projection onto the semi-definite cone. Exploiting the special structures of the relevant variational inequalities, the Levenberg-Marquardt type projection and contraction method is advantageous. Preliminary numerical tests up to 1000×1000 matrices indicate that the suggested approach is promising. © 2011 Published by Elsevier Inc.

Keywords

Matrix minimization, Projection and contraction method

Publication Date

2011

Source Publication Title

Linear Algebra and its Applications

Volume

434

Issue

11

Start Page

2343

End Page

2352

Publisher

Elsevier

DOI

10.1016/j.laa.2010.11.041

Link to Publisher's Edition

http://dx.doi.org/10.1016/j.laa.2010.11.041

ISSN (print)

00243795

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