Inexact Kleinman-Newton Method for Riccati Equations.
F. FeitzingerT. HyllaEkkehard W. SachsPublished in: SIAM J. Matrix Anal. Appl. (2009)
Keyphrases
- newton method
- superlinear convergence
- linear equations
- globally convergent
- quasi newton
- convergence analysis
- variational inequalities
- optimality conditions
- regularized least squares
- gauss newton
- linear svm
- linear systems
- quadratic programming
- fischer burmeister
- higher level
- global convergence
- nonnegative matrix factorization
- nonlinear programming
- fixed point
- least squares