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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2014, Volume 17, Number 4, Pages 329–338
(Mi sjvm553)
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This article is cited in 1 scientific paper (total in 1 paper)
Minimization of a quadratic function on the sphere
E. A. Kotel'nikov Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentjev pr., Novosibirsk, 630090, Russia
Abstract:
In this paper, a sequential algorithm for solving the problem of minimization of a quadratic function on a sphere is proposed. At each iteration of the scheme, a two-dimensional problem of minimization is solved. Numerical comparisons with other methods are presented.
Key words:
quadratic optimization on sphere, Cholesky decomposition, trust region, step trajectory, quadratic model.
Received: 26.09.2013 Revised: 20.11.2013
Citation:
E. A. Kotel'nikov, “Minimization of a quadratic function on the sphere”, Sib. Zh. Vychisl. Mat., 17:4 (2014), 329–338; Num. Anal. Appl., 7:4 (2014), 274–283
Linking options:
https://www.mathnet.ru/eng/sjvm553 https://www.mathnet.ru/eng/sjvm/v17/i4/p329
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Abstract page: | 297 | Full-text PDF : | 126 | References: | 62 | First page: | 4 |
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