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MA
2011
Springer
219views Communications» more  MA 2011»
13 years 2 months ago
Quadratic minimisation problems in statistics
We consider the problem minx(x−t) A(x−t) subject to x Bx + 2b x = k where A is positive definite or positive semidefinite. Commonly occurring statistical variants of this pro...
Casper J. Albers, Frank Critchley, John C. Gower
ICASSP
2011
IEEE
12 years 11 months ago
Optimum multi-user detection by nonsmooth optimization
—The optimum multiuser detection (OMD) is a discrete (binary) optimization. The previously developed approaches often relax it by a semi-definite program (SDP) and then employ r...
Hoang Duong Tuan, Tran Thai Son, Hoang Tuy, Ha H. ...
SIAMSC
2008
147views more  SIAMSC 2008»
13 years 7 months ago
Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...
Michael P. Friedlander, Sven Leyffer
ICASSP
2010
IEEE
13 years 7 months ago
Sparsity maximization under a quadratic constraint with applications in filter design
This paper considers two problems in sparse filter design, the first involving a least-squares constraint on the frequency response, and the second a constraint on signal-to-noi...
Dennis Wei, Alan V. Oppenheim
MP
2002
195views more  MP 2002»
13 years 7 months ago
Nonlinear rescaling vs. smoothing technique in convex optimization
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
Roman A. Polyak