SDLS:一个求解圆锥曲线最小二乘问题的Matlab软件包
SDLS: a Matlab package for solving conic least-squares problems
摘要:
本文档介绍了Matlab软件包SDLS(半定最小二乘),用于解决凸对称锥上的最小二乘问题。该软件包是通过解决问题,实现算法的草图,语法和调用序列,一个简单的数值例子和一些更先进的功能。所实现的方法包括用拟牛顿算法求解对偶问题。我们注意到SDLS并不是这个算法最有竞争力的实现:高效,健壮,商业化的实现是可用的(联系作者)。我们使用Matlab SDLS包的主要目标是提供一个简单,用户友好的软件来解决和实验半定最小二乘问题。据我们所知,目前还没有这样的免费软件。
英文摘要:
This document is an introduction to the Matlab package SDLS (Semi-Definite Least-Squares) for solving least-squares problems over convex symmetric cones. The package is shortly presented through the addressed problem, a sketch of the implemented algorithm, the syntax and calling sequences, a simple numerical example and some more advanced features. The implemented method consists in solving the dual problem with a quasi-Newton algorithm. We note that SDLS is not the most competitive implementation of this algorithm: efficient, robust, commercial implementations are available (contact the authors). Our main goal with this Matlab SDLS package is to provide a simple, user-friendly software for solving and experimenting with semidefinite least-squares problems. Up to our knowledge, no such freeware exists at this date.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。