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Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma

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Optimization of Complex Systems: Theory, Models, Algorithms and Applications (WCGO 2019)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 991))

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Abstract

We present a new S-lemma with two quadratic equalities and use it to minimize a special type of polynomials of degree 4. As a result, by the Dinkelbach approach with 2 SDP’s (semidefinite programming), the minimum value and the minimum solution to the Tikhonov regularization of the total least squares problem with \(L=I\) can be nicely obtained.

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Correspondence to Ruey-Lin Sheu .

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Nguyen, HQ., Sheu, RL., Xia, Y. (2020). Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma. In: Le Thi, H., Le, H., Pham Dinh, T. (eds) Optimization of Complex Systems: Theory, Models, Algorithms and Applications. WCGO 2019. Advances in Intelligent Systems and Computing, vol 991. Springer, Cham. https://doi.org/10.1007/978-3-030-21803-4_23

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