Parameter-related projection-based iterative algorithm for a kind of generalized positive semidefinite least squares problem

Abstract

A projection-based iterative algorithm, which is related to a single parameter (or the multiple parameters), is proposed to solve the generalized positive semidefinite least squares problem introduced in this paper. The single parameter (or the multiple parameters) projection-based iterative algorithms converges to the optimal solution under certain condition, and the corresponding numerical results are shown too.