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Algorithm for a class of constrained weight least square problems and applications

✍ Scribed by Lin, S.-S.; Horng, S.-C.

Book ID
117811936
Publisher
The Institution of Engineering and Technology
Year
2008
Tongue
English
Weight
215 KB
Volume
2
Category
Article
ISSN
1751-8687

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Dykstra's Algorithm for a Constrained Le
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✍ RenΓ© Escalante; Marcos Raydan πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 577 KB

We apply Dykstra's alternating projection algorithm to the constrained least-squares matrix problem that arises naturally in statistics and mathematical economics. In particular, we are concerned with the problem of finding the closest symmetric positive definite bounded and patterned matrix, in the