Calibrating low-rank correlation matrix problem: an SCA-based approach (Q5746715): Difference between revisions

@@ Property / author @@
+Bo Wang
@@ Property / author: Bo Wang / rank @@
+Normal rank
@@ Property / author @@
+Li-wei Zhang
@@ Property / author: Li-wei Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/10556788.2013.829057
+Normal rank
@@ Property / OpenAlex ID @@
+W1965807655
@@ Property / OpenAlex ID: W1965807655 / rank @@
+Normal rank
@@ Property / cites work @@
+The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
+Normal rank
@@ Property / cites work @@
+Least-Squares Covariance Matrix Adjustment
@@ Property / cites work: Least-Squares Covariance Matrix Adjustment / rank @@
+Normal rank
@@ Property / cites work @@
+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Moment problems and low rank Toeplitz approximations
+Normal rank
@@ Property / cites work @@
+Numerically stable generation of correlation matrices and their factors
+Normal rank
@@ Property / cites work @@
+Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
+Normal rank
@@ Property / cites work @@
+Computing the nearest correlation matrix--a problem from finance
+Normal rank
@@ Property / cites work @@
+Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
+Normal rank
@@ Property / cites work @@
+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem
+Normal rank
@@ Property / cites work @@
+A Dual Approach to Semidefinite Least-Squares Problems
+Normal rank
@@ Property / cites work @@
+Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
+Normal rank
@@ Property / cites work @@
+An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A majorization algorithm for constrained correlation matrix approximation
+Normal rank
@@ Property / cites work @@
+A sequential convex program method to DC program with joint chance constraints
+Normal rank
@@ Property / cites work @@
+Optimal low-rank approximation to a correlation matrix
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5746715