A projected semismooth Newton method for problems of calibrating least squares covariance matrix (Q2275573): Difference between revisions

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+Qing-Na Li
@@ Property / author: Qing-Na Li / rank @@
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+Dong-hui Li
@@ Property / author: Dong-hui Li / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2011.01.004
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@@ Property / OpenAlex ID @@
+W2067703412
@@ Property / OpenAlex ID: W2067703412 / rank @@
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@@ Property / cites work @@
+Complementarity and nondegeneracy in semidefinite programming
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+Projected Newton Methods for Optimization Problems with Simple Constraints
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+Q4503250
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+A preconditioned Newton algorithm for the nearest correlation matrix
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+Least-Squares Covariance Matrix Adjustment
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