Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints (Q3584167)

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Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
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    Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints (English)
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    19 August 2010
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    covariance matrix
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    smoothing Newton method
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    quadratic convergence
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