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

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A projected semismooth Newton method for problems of calibrating least squares covariance matrix
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    A projected semismooth Newton method for problems of calibrating least squares covariance matrix (English)
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    9 August 2011
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    semismooth Newton method
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    active set
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    constraint nondegeneracy
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    quadratic semidefinite programming
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