ISSN:
1436-4646
Keywords:
Nonlinear Optimization
;
Matrix Factorization
;
Null-Space Continuity
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract Given a rectangular matrixA(x) that depends on the independent variablesx, many constrained optimization methods involve computations withZ(x), a matrix whose columns form a basis for the null space ofA T(x). WhenA is evaluated at a given point, it is well known that a suitableZ (satisfyingA T Z = 0) can be obtained from standard matrix factorizations. However, Coleman and Sorensen have recently shown that standard orthogonal factorization methods may produce orthogonal bases that do not vary continuously withx; they also suggest several techniques for adapting these schemes so as to ensure continuity ofZ in the neighborhood of a given point. This paper is an extension of an earlier note that defines the procedure for computingZ. Here, we first describe howZ can be obtained byupdating an explicit QR factorization with Householder transformations. The properties of this representation ofZ with respect to perturbations inA are discussed, including explicit bounds on the change inZ. We then introduceregularized Householder transformations, and show that their use implies continuity of the full matrixQ. The convergence ofZ andQ under appropriate assumptions is then proved. Finally, we indicate why the chosen form ofZ is convenient in certain methods for nonlinearly constrained optimization.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01582244
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