An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem (Q3005390): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem |
scientific article |
Statements
An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem (English)
0 references
7 June 2011
0 references
augmented Lagrangian
0 references
semismooth Newton method
0 references
conjugate gradient method
0 references
nearest correlation matrix
0 references
