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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Beck, A., Ben-Tal, A.: On the solution of the Tikhonov regularization of the total least squares problem. SIAM J. Optim. 17(1), 98–118 (2006)
Beck, A., Eldar, Y.C.: Strong duality in nonconvex quadratic optimization with two quadratic constraint. SIAM J. Optim. 17(3), 844–860 (2006)
Derinkuyu, K., Pınar, M.Ç.: On the S-procedure and some variants. Math. Methods Oper. Res. 64(1), 55–77 (2006)
Dinkelbach, W.: On nonlinear fractional programming. Manag. Sci. 13, 492–498 (1967)
Nguyen, V.B., Sheu, R.L., Xia, Y.: An SDP approach for quadratic fractional problems with a two-sided quadratic constraint. Optim. Methods Softw. 31(4), 701–719 (2016)
Polik, I., Terlaky, T.: A survey of the S-lemma. SIAM Rev. 49(3), 371–418 (2007)
Pong, T.K., Wolkowicz, H.: The generalized trust region subprobelm. Comput. Optim. Appl. 58, 273–322 (2014)
Polyak, B.T.: Convexity of quadratic transformations and its use in control and optimization. J. Optim. Theory Appl. 99(3), 553–583 (1998)
Rockefellar, R.T.: Convex Analysis. Princeton University Press (1970)
Stoer, J., Witzgall, C.: Convexity and Optimization in Finite Dimensions, vol. I. Springer-Verlag, Heidelberg (1970)
Stern, R., Wolkowicz, H.: Indefinite trust region subproblems and nonsymmetric eigenvalue perturbations. SIAM J. Optim. 5(2), 286–313 (1995)
Wang, S., Xia, Y.: Strong duality for generalized trust region subproblem: S-lemma with interval bounds. Optim. Lett. 9(6), 1063–1073 (2015)
Xia, Y., Wang, S., Sheu, R.L.: S-lemma with equality and its applications. Math. Program. Ser. A. 156(1), 513–547 (2016)
Tuy, H., Tuan, H.D.: Generalized S-lemma and strong duality in nonconvex quadratic programming. J. Global Optim. 56, 1045–1072 (2013)
Yakubovich, V.A.: S-procedure in nonlinear control theory. Vestn. Leningr. Univ. 1, 62–77 (1971). (in Russian)
Yang, M., Yong, X., Wang, J., Peng, J.: Efficiently solving total least squares with Tikhonov identical regularization. Comput. Optim. Appl. 70(2), 571–592 (2018)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2020 Springer Nature Switzerland AG
About this paper
Cite this paper
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
Download citation
DOI: https://doi.org/10.1007/978-3-030-21803-4_23
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-21802-7
Online ISBN: 978-3-030-21803-4
eBook Packages: Intelligent Technologies and RoboticsIntelligent Technologies and Robotics (R0)