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数值时单调乏味。一般情况下,集的形式由
的函数。通过求解最小化问题得到矩阵Q’在上的投影
给出,其中是一个给定
可以通过拉格朗日乘法器得到。但是,在不是凸面的情况下,可能会出现局部最小值。在这种情况下,应该提出高效的综合方法来结局最小化问题。
收敛的可行点 由于存在非凸集,一个可行点的连续投影算法的收敛性不能保证任何的初步估计。虽然用提供的的迭代点开始是个明智的选择(例如,
在R-空间方法,或者
在H-空间方法),但它并不能保证收敛。因此,收敛性问题值得进一步调查。
参考文献
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