A projected semismooth Newton method for problems of calibrating least squares covariance matrix (Q2275573)
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English | A projected semismooth Newton method for problems of calibrating least squares covariance matrix |
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A projected semismooth Newton method for problems of calibrating least squares covariance matrix (English)
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9 August 2011
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semismooth Newton method
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active set
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constraint nondegeneracy
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quadratic semidefinite programming
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