GAUSS-SEIDEL METHOD FOR LEAST-DISTANCE PROBLEMS

被引：17

作者：

LI, W

PARDALOS, PM

HAN, CG

机构：

[1] UNIV FLORIDA,DEPT IND & SYST ENGN,GAINESVILLE,FL 32611

[2] PENN STATE UNIV,DEPT COMP SCI,UNIV PK,PA 16802

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1992年 / 75卷 / 03期

关键词：

LEAST-DISTANCE PROBLEMS; LINEAR GAUSS-SEIDEL METHOD; PIECEWISE LINEAR EQUATIONS; UNCONSTRAINED CONVEX MINIMIZATION PROBLEMS; LINEAR CONVERGENCE;

D O I：

10.1007/BF00940488

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we reformulate the least-distance problems with bounded inequality constraints as an unconstrained convex minimization problem, which is equivalent to a system of piecewise linear equations A(a + A(T)y)c(d)) = b. The proposed Gauss-Seidel method for solving the problems is easy to implement and behaves very well when the number of rows of A is much less than the number of columns of A. Moreover, we prove that the Gauss-Seidel method has a linear convergence rate.

引用

页码：487 / 500

页数：14

共 20 条

[1] CONSTRAINED BEST APPROXIMATION IN HILBERT-SPACE [J].