Premium
Convergence analysis of a block improvement method for polynomial optimization over unit spheres
Author(s) -
Wang Yiju,
Caccetta Louis,
Zhou Guanglu
Publication year - 2015
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.1996
Subject(s) - mathematics , convergence (economics) , polynomial , spheres , rate of convergence , block (permutation group theory) , unit (ring theory) , quadratic equation , mathematical optimization , mathematical analysis , computer science , combinatorics , geometry , telecommunications , channel (broadcasting) , physics , mathematics education , astronomy , economics , economic growth
Summary In this paper, we study the convergence property of a block improvement method (BIM) for the bi‐quadratic polynomial optimization problem over unit spheres. We establish the global convergence of the method generally and establish its linear convergence rate under the second‐order sufficient condition. We also extend the BIM to inhomogeneous polynomial optimization problems over unit spheres. Numerical results reported in this paper show that the method is promising. Copyright © 2015 John Wiley & Sons, Ltd.