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Iterative Methods for Equality-Constrained Least Squares Problems

Barlow, J. L., Nichols, N. ORCID: https://orcid.org/0000-0003-1133-5220 and Plemmons, R. J. (1988) Iterative Methods for Equality-Constrained Least Squares Problems. SIAM Journal on Scientific and Statistical Computing, 9 (5). pp. 892-906. ISSN 0196-5204

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To link to this item DOI: 10.1137/0909061

Abstract/Summary

We consider the linear equality-constrained least squares problem (LSE) of minimizing ${\|c - Gx\|}_2 $, subject to the constraint $Ex = p$. A preconditioned conjugate gradient method is applied to the Kuhn–Tucker equations associated with the LSE problem. We show that our method is well suited for structural optimization problems in reliability analysis and optimal design. Numerical tests are performed on an Alliant FX/8 multiprocessor and a Cray-X-MP using some practical structural analysis data.

Item Type:Article
Refereed:Yes
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Meteorology
Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:27524
Uncontrolled Keywords:conjugate gradients, structural optimization, rank deficient

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