A smoothing Newton-type method for solving the L2 spectral estimation problem with lower and upper bounds

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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...

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Bibliographic Details
Main Authors:	Ling, C., Yin, H., Zhou, Guanglu
Format:	Journal Article
Published:	Springer, Van Godewijckstraat 2011
Online Access:	http://hdl.handle.net/20.500.11937/36534

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