Year: 2020
Author: Dongmei Yu, Cairong Chen, Deren Han
East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 4 : pp. 698–716
Abstract
New equivalent forms of a matrix nearness problem are proposed and necessary and sufficient conditions for a skew-symmetric or symmetric matrix $X$∗ to be a solution of the problem are obtained. In order to find approximate solutions of the problem, we employ two ADMM-based iterative methods and prove their global convergence. Numerical simulations demonstrate the effectiveness of the methods developed.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.100719.230320
East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 4 : pp. 698–716
Published online: 2020-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 19
Keywords: ADMM matrix nearness problem global convergence preconditioning iterative method.