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The Convergence of a Class of Double-rank Minimization Algorithms
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1970
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Mathematical ProgrammingNumerical AnalysisConic OptimizationDouble-rank Minimization AlgorithmsNew Minimization AlgorithmEngineeringContinuous OptimizationConvex OptimizationQuadratic FunctionsSemidefinite ProgrammingInverse ProblemsNon-quadratic FunctionsNonlinear OptimizationUnconstrained OptimizationApproximation TheorySignal ProcessingLow-rank ApproximationQuadratic Programming
This paper presents a new minimization algorithm and discusses theoretically some of its properties when applied to quadratic functions. Results of comparative testing for a set of non-quadratic functions are described and reasons for the observed experimental behaviour are suggested.