Solving Hankel matrix approximation problem using semidefinite programming (Q875374)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Solving Hankel matrix approximation problem using semidefinite programming |
scientific article; zbMATH DE number 5142299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Hankel matrix approximation problem using semidefinite programming |
scientific article; zbMATH DE number 5142299 |
Statements
Solving Hankel matrix approximation problem using semidefinite programming (English)
0 references
13 April 2007
0 references
The author studies the problem of finding the nearest matrix to a positive semidefinite Hankel matrix in such a way that all the special properties are preserved. In the usual evaluation techniques rounding and truncation limitations result in some of the properties to be lost. The author describes a semidefinite programming optimization problem, the solution of which can produce a suitable matrix. The proposed algorithm is presented in detail (section 4) and the results of the computational experimentation are reported at the end of the article.
0 references
Hankel matrix
0 references
semidefinite programming
0 references
primal-dual interior-point algorithm
0 references
numerical examples
0 references
nearest matrix
0 references
algorithm
0 references
0.90456736
0 references
0.8939173
0 references
0.88909507
0 references
0.88548654
0 references
0.88325554
0 references
0.8800968
0 references
0.87367564
0 references
