A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds
This paper discusses the L 2 spectral estimation problem with lower and upper bounds. To the best of our knowledge, it is unknown if the existing methods for this problem have superlinear convergence property or not. In this paper we propose a nonsmooth equation reformulation for this problem. Then...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Springer, Van Godewijckstraat
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/36534 |