This article is cited in 1 paper

Minimization of a quadratic function on the sphere

E. A. Kotel'nikov

Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentjev pr., Novosibirsk, 630090, Russia

Abstract: In this paper, a sequential algorithm for solving the problem of minimization of a quadratic function on a sphere is proposed. At each iteration of the scheme, a two-dimensional problem of minimization is solved. Numerical comparisons with other methods are presented.

Key words: quadratic optimization on sphere, Cholesky decomposition, trust region, step trajectory, quadratic model.

UDC: 519.853.32

Received: 26.09.2013
Revised: 20.11.2013

 English version: Numerical Analysis and Applications, 2014, 7:4, 274–283

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