Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/18405
Title: A Smoothing Newton-BICGStab Method for Least Squares Matrix Nuclear Norm Problems
Authors: LUO YANYING
Keywords: Smoothing, Newton-BiCGStab, Nunclear, Norm, Semismoothness, nonsymmetric
Issue Date: 19-Jan-2010
Source: LUO YANYING (2010-01-19). A Smoothing Newton-BICGStab Method for Least Squares Matrix Nuclear Norm Problems. ScholarBank@NUS Repository.
Abstract: In this thesis, we study a smoothing Newton-BiCGStab method for the least squares nonsymmetric matrix nuclear norm problems. For this type of problems, when linear inequality and second-order cone constraints are present, the dual problem is equivalent to a system of nonsmooth equations. Some smoothing functions are introduced to the nonsmooth layers of the system. We will prove that the smoothed system of equations for nonsymmetric matrix problems inherits the strong semismoothness property from the real-valued smoothing functions. As a result, we show that the smoothing Newton-BiCGStab method which was introduced for solving least squares semidefinite programming problems can be extended to solve the least squares nonsymmetric matrix nuclear norm problems.
URI: http://scholarbank.nus.edu.sg/handle/10635/18405
Appears in Collections:Master's Theses (Open)

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