A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem (Q3225245): Difference between revisions

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Revision as of 10:05, 15 February 2024

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A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem
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    A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem (English)
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    16 March 2012
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    low-rank correlation matrix
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    quadratic semidefinite programming
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    semismooth Newton method
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    quadratic convergence
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    constraint nondegeneracy
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