Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints (Q3584167)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints |
scientific article |
Statements
Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints (English)
0 references
19 August 2010
0 references
covariance matrix
0 references
smoothing Newton method
0 references
quadratic convergence
0 references