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 |
| _version_ | 1848754797015990272 |
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| author | Ling, C. Yin, H. Zhou, Guanglu |
| author_facet | Ling, C. Yin, H. Zhou, Guanglu |
| author_sort | Ling, C. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 we present a smoothing Newton-type method for solving the resulting system of nonsmooth equations. Global and local superlinear convergence of the proposed method are proved under some mild conditions. Numerical tests show that this method is promising. |
| first_indexed | 2025-11-14T08:46:07Z |
| format | Journal Article |
| id | curtin-20.500.11937-36534 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:46:07Z |
| publishDate | 2011 |
| publisher | Springer, Van Godewijckstraat |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-365342017-09-13T16:09:10Z A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds Ling, C. Yin, H. Zhou, Guanglu 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 we present a smoothing Newton-type method for solving the resulting system of nonsmooth equations. Global and local superlinear convergence of the proposed method are proved under some mild conditions. Numerical tests show that this method is promising. 2011 Journal Article http://hdl.handle.net/20.500.11937/36534 10.1007/s10589-010-9356-0 Springer, Van Godewijckstraat restricted |
| spellingShingle | Ling, C. Yin, H. Zhou, Guanglu A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds |
| title | A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds |
| title_full | A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds |
| title_fullStr | A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds |
| title_full_unstemmed | A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds |
| title_short | A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds |
| title_sort | smoothing newton-type method for solving the l2 spectral estimation problem with lower and upper bounds |
| url | http://hdl.handle.net/20.500.11937/36534 |