A Geometric Nonlinear Conjugate Gradient Method for Stochastic Inverse Eigenvalue Problems

DOI10.1137/140992576zbMath1342.65119OpenAlexW2469271216MaRDI QIDQ5739964

Zhi Zhao, Zheng-Jian Bai, Xiao-qing Jin

Publication date: 7 July 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140992576

zbMATH Keywords

global convergenceinverse eigenvalue problemstochastic matrixnumerical testconstrained optimization problemisospectral flow methodoblique manifoldgeometric nonlinear conjugate gradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Stochastic matrices (15B51) Numerical solutions to inverse eigenvalue problems (65F18)

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