Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C26
@@ Property / Mathematics Subject Classification ID: 90C26 / rank @@
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@@ Property / zbMATH DE Number @@
+6236760
@@ Property / zbMATH DE Number: 6236760 / rank @@
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@@ Property / zbMATH Keywords @@
+rank optimization problem
@@ Property / zbMATH Keywords: rank optimization problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+approximation
@@ Property / zbMATH Keywords: approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convex relaxation
@@ Property / zbMATH Keywords: convex relaxation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nearest low-rank correlation matrix
@@ Property / zbMATH Keywords: nearest low-rank correlation matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semismooth Newton method
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+Max-AO
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+https://doi.org/10.1007/s10898-012-0007-0
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+Least-Squares Covariance Matrix Adjustment
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+A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
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+Semismooth Matrix-Valued Functions
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+Normal rank
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+A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem
+Normal rank
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+Efficient rank reduction of correlation matrices
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+Optimal low-rank approximation to a correlation matrix
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+An approximation theory of matrix rank minimization and its application to quadratic equations
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@@ links / mardi / name / links / mardi / name @@
+Publication:386463