On Weighted Linear Least-Squares Problems Related to Interior Methods for Convex Quadratic Programming

DOI10.1137/S0895479800372298zbMath0999.65021OpenAlexW2162982010MaRDI QIDQ2719201

Göran Sporre, Anders Forsgren

Publication date: 21 June 2001

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479800372298

zbMATH Keywords

quadratic programminginterior methodunconstrained linear least-squares problemweighted least-squares problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Interior-point methods (90C51) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (3)

NORM ESTIMATIONS FOR PERTURBATIONS OF THE WEIGHTED MOORE-PENROSE INVERSE ⋮ Weighted projections and Riesz frames ⋮ On the Central Path of Semidefinite Optimization: Degree and Worst-Case Convergence Rate

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