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 in | AIMS mathematics Vol. 8; no. 9; pp. 21531 - 21553 |
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Main Authors | , , , |
Format | Journal Article |
Language | English |
Published |
AIMS Press
01.01.2023
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Subjects | |
Online Access | Get full text |
ISSN | 2473-6988 2473-6988 |
DOI | 10.3934/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. |
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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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Title | Iterative methods to solve the constrained Sylvester equation |
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