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A smoothing Newton-type method for solving the L 2 spectral estimation problem with lower and upper bounds

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  • Chen Ling
  • Hongxia Yin
  • Guanglu Zhou

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  • Chen Ling & Hongxia Yin & Guanglu Zhou, 2011. "A smoothing Newton-type method for solving the L 2 spectral estimation problem with lower and upper bounds," Computational Optimization and Applications, Springer, vol. 50(2), pages 351-378, October.
  • Handle: RePEc:spr:coopap:v:50:y:2011:i:2:p:351-378
    DOI: 10.1007/s10589-010-9356-0
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    References listed on IDEAS

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    1. Liqun Qi & Houyuan Jiang, 1997. "Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations," Mathematics of Operations Research, INFORMS, vol. 22(2), pages 301-325, May.
    2. L. Qi & D. Sun, 2002. "Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 113(1), pages 121-147, April.
    3. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
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