Timeline for Optimizing a quadratic restricted to the sphere
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 11, 2011 at 16:31 | vote | accept | JMS | ||
| Apr 11, 2011 at 16:31 | comment | added | JMS | Exactly what I was looking for, thanks! Kind of embarassing I couldn't turn it up in an afternoon of googling... | |
| Apr 11, 2011 at 13:11 | comment | added | Brian Borchers | A copy of the Hager paper can be found at: math.ufl.edu/~hager/papers/Regular/sphere.pdf | |
| Apr 11, 2011 at 13:09 | comment | added | Brian Borchers | @Suvrit- I agree that the TRS problem has been studied for a long time. I didn't mean to imply that this was the first paper on the topic, but rather cited this paper because I think it gives the simplest answer to this question. The original poster has many instances of a very scale version of the problem with a fixed $A$ matrix and many different $b$ vectors, so simply using the eigenvalue-eigenvector decomposition of $A$ is the way to go here rather than using something like LSTRS. | |
| Apr 11, 2011 at 7:25 | comment | added | Suvrit | The problem is actually much more classic---and I guess the most famous algorithm for solving it is the Moré-Sorensen Newton algorithm. For the large-sparse case, one can download the LSTRS software from: ta.twi.tudelft.nl/wagm/users/rojas/lstrs.html | |
| Apr 11, 2011 at 5:40 | history | undeleted | Brian Borchers | ||
| Apr 11, 2011 at 5:40 | history | edited | Brian Borchers | CC BY-SA 3.0 |
added 44 characters in body
|
| Apr 11, 2011 at 4:44 | history | deleted | Brian Borchers | ||
| Apr 11, 2011 at 4:44 | history | answered | Brian Borchers | CC BY-SA 3.0 |