A Conjugate Gradient Method For The Solution Of Equality Constrained Least Squares Problems

J. L. Barlow; N. K. Nichols; R. J. Plemmons

doi:10.1117/12.936871

4 April 1986 A Conjugate Gradient Method For The Solution Of Equality Constrained Least Squares Problems

J. L. Barlow, N. K. Nichols, R. J. Plemmons

Proceedings Volume 0696, Advanced Algorithms and Architectures for Signal Processing I; (1986) https://doi.org/10.1117/12.936871
Event: 30th Annual Technical Symposium, 1986, San Diego, United States

Abstract

A preconditioned conjugate gradient method is developed for solving the linear equality constrained problem of minimizing \|p - Gw\|2 subject to the constraint CH w = f . For signal processing problems, the method has the advantage that the solution w is easy to update after the matrix G has been updated.

Citation Download Citation

J. L. Barlow, N. K. Nichols, and R. J. Plemmons "A Conjugate Gradient Method For The Solution Of Equality Constrained Least Squares Problems", Proc. SPIE 0696, Advanced Algorithms and Architectures for Signal Processing I, (4 April 1986); https://doi.org/10.1117/12.936871

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