广义半正定最小二乘问题的近似点迭代法

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广义半正定最小二乘问题的近似点迭代法李成进, 张圣贵, 吴慧慧福建师范大学数学与信息学院, 福州 350007 Generalized Positive Semidefinite Least Squares Problem LI Chengjin, ZHANG Shenggui, WU HuihuiCollege of Mathematics and Informatics, Fujian Normal University, Fuzhou 350007) E-mail:zsgll@fjnu. edu. cn

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摘要本文将在实际应用的基础上提出一种新的广义半正定最小二乘问题，并通过推广Allwright所介绍的迭代法来求解此类问题.同时，我们也给出了新算法的理论分析与初步的数值试验结果.

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收稿日期: 2018-04-07

PACS:

O221.2

基金资助:国家自然科学基金（11301080，11526053），福建省自然科学基金（2016J05003，JA15106）以及福建师范大学校创新团队项目经费（IRTL1206）资助项目.

引用本文:

李成进, 张圣贵, 吴慧慧. 广义半正定最小二乘问题的近似点迭代法[J]. 应用数学学报, 2019, 42(3): 371-384. LI Chengjin, ZHANG Shenggui, WU Huihui. Generalized Positive Semidefinite Least Squares Problem. Acta Mathematicae Applicatae Sinica, 2019, 42(3): 371-384.

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