Iterative methods to solve the constrained Sylvester equation

In this paper, the multiple constraint least squares solution of the Sylvester equation $ AX+XB = C $ is discussed. The necessary and sufficient conditions for the existence of solutions to the considered matrix equation are given. Noting that the alternating direction method of multipliers (ADMM) i...

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Published inAIMS mathematics Vol. 8; no. 9; pp. 21531 - 21553
Main Authors Yu, Siting, Peng, Jingjing, Tang, Zengao, Peng, Zhenyun
Format Journal Article
LanguageEnglish
Published AIMS Press 01.01.2023
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ISSN2473-6988
2473-6988
DOI10.3934/math.20231097

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Abstract In this paper, the multiple constraint least squares solution of the Sylvester equation $ AX+XB = C $ is discussed. The necessary and sufficient conditions for the existence of solutions to the considered matrix equation are given. Noting that the alternating direction method of multipliers (ADMM) is a one-step iterative method, a multi-step alternating direction method of multipliers (MSADMM) to solve the considered matrix equation is proposed and some convergence results of the proposed algorithm are proved. Problems that should be studied in the near future are listed. Numerical comparisons between MSADMM, ADMM and ADMM with Anderson acceleration (ACADMM) are included.
AbstractList In this paper, the multiple constraint least squares solution of the Sylvester equation $ AX+XB = C $ is discussed. The necessary and sufficient conditions for the existence of solutions to the considered matrix equation are given. Noting that the alternating direction method of multipliers (ADMM) is a one-step iterative method, a multi-step alternating direction method of multipliers (MSADMM) to solve the considered matrix equation is proposed and some convergence results of the proposed algorithm are proved. Problems that should be studied in the near future are listed. Numerical comparisons between MSADMM, ADMM and ADMM with Anderson acceleration (ACADMM) are included.
Author Peng, Jingjing
Yu, Siting
Tang, Zengao
Peng, Zhenyun
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StartPage 21531
SubjectTerms anderson acceleration algorithm
fixed point iteration algorithm
nonlinear matrix equation
thompson distance
Title Iterative methods to solve the constrained Sylvester equation
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