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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2015, Volume 18, Number 2, Pages 163–176
DOI: https://doi.org/10.15372/SJNM20150205
(Mi sjvm574)
 

Non-convex minimization of a quadratic function on a sphere

E. A. Kotel'nikov

Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentiev pr., Novosibirsk, 630090, Russia
References:
Abstract: The minimization of convex functions on a sphere reduces to a sequence of problems minimizing its convex majorants on a sphere. To build majorants, the representation of the target function as a difference of convex quadratic functions and the solutions of the problem at the previous step is used. Representation of the target function in the form of a difference of convex quadratic functions is based on a modified procedure of decomposition of the Cholesky symmetric alternating-sign matrices.
Key words: quadratic optimization on sphere, collinearity gradients, convex majorant, Cholesky decomposition.
Received: 23.06.2014
Revised: 25.07.2014
English version:
Numerical Analysis and Applications, 2015, Volume 8, Issue 2, Pages 135–147
DOI: https://doi.org/10.1134/S1995423915020056
Bibliographic databases:
Document Type: Article
UDC: 519.853.32
Language: Russian
Citation: E. A. Kotel'nikov, “Non-convex minimization of a quadratic function on a sphere”, Sib. Zh. Vychisl. Mat., 18:2 (2015), 163–176; Num. Anal. Appl., 8:2 (2015), 135–147
Citation in format AMSBIB
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\by E.~A.~Kotel'nikov
\paper Non-convex minimization of a~quadratic function on a~sphere
\jour Sib. Zh. Vychisl. Mat.
\yr 2015
\vol 18
\issue 2
\pages 163--176
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\crossref{https://doi.org/10.15372/SJNM20150205}
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\transl
\jour Num. Anal. Appl.
\yr 2015
\vol 8
\issue 2
\pages 135--147
\crossref{https://doi.org/10.1134/S1995423915020056}
\elib{https://elibrary.ru/item.asp?id=24046183}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84930680086}
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