Pages that link to "Item:Q1870071"
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The following pages link to Optimal low-rank approximation to a correlation matrix (Q1870071):
Displaying 16 items.
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647) (← links)
- Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463) (← links)
- On the generalized low rank approximation of the correlation matrices arising in the asset portfolio (Q406470) (← links)
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints (Q463746) (← links)
- A feasible filter method for the nearest low-rank correlation matrix problem (Q494667) (← links)
- A majorization algorithm for constrained correlation matrix approximation (Q847204) (← links)
- Efficient rank reduction of correlation matrices (Q875015) (← links)
- Nonnegative matrix factorization of a correlation matrix (Q1025855) (← links)
- Error bounds for rank constrained optimization problems and applications (Q1790190) (← links)
- An efficient method for convex constrained rank minimization problems based on DC programming (Q1793529) (← links)
- Minimum rank (skew) Hermitian solutions to the matrix approximation problem in the spectral norm (Q2351084) (← links)
- Low rank approximation of the symmetric positive semidefinite matrix (Q2511200) (← links)
- A global exact penalty for rank-constrained optimization problem and applications (Q2696914) (← links)
- Penalty decomposition methods for rank minimization (Q2943834) (← links)
- An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320) (← links)
- On the low rank solution of the Q‐weighted nearest correlation matrix problem (Q5739764) (← links)
