Approximation of rank function and its application to the nearest low-rank correlation matrix

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Publication:386463

DOI10.1007/s10898-012-0007-0zbMath1307.90141OpenAlexW2000139644MaRDI QIDQ386463

Le Han, Shujun Bi, Shaohua Pan

Publication date: 9 December 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-012-0007-0




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