A Dual Approach to Semidefinite Least-Squares Problems
From MaRDI portal
Recommendations
- Least-Squares Covariance Matrix Adjustment
- Solving large-scale least squares semidefinite programming by alternating direction methods
- A projected semismooth Newton method for problems of calibrating least squares covariance matrix
- scientific article; zbMATH DE number 5926351
- An extended projective formula and its application to semidefinite optimization
Cited in
(64)- Solving \(k\)-cluster problems to optimality with semidefinite programming
- Least-Squares Covariance Matrix Adjustment
- scientific article; zbMATH DE number 6860781 (Why is no real title available?)
- A new methodology to create valid time-dependent correlation matrices via isospectral flows
- A dual adaptive algorithm for matrix optimization with sparse group Lasso regularization
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem
- Decomposition methods for sparse matrix nearness problems
- t-copula from the viewpoint of tail dependence matrices
- An accelerated active-set algorithm for a quadratic semidefinite program with general constraints
- Dual approaches to finite element model updating
- A method for weighted projections to the positive definite cone
- Assessing loan eligibility through correlation matrix approximation for credit estimation
- Numerical study of semidefinite bounds for the k-cluster problem
- An interior-point algorithm for semidefinite least-squares problems.
- An inexact SQP Newton method for convex SC\(^{1}\) minimization problems
- A boundary point method to solve semidefinite programs
- Computation of sum of squares polynomials from data points
- Douglas-Rachford splitting method for semidefinite programming
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm
- An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization
- Gradient methods and conic least-squares problems
- Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations
- An augmented Lagrangian method for a class of Inverse quadratic programming problems
- Computing the best approximation over the intersection of a polyhedral set and the doubly nonnegative cone
- The supporting halfspace-quadratic programming strategy for the dual of the best approximation problem
- Safe triplet screening for distance metric learning
- An inexact primal-dual path following algorithm for convex quadratic SDP
- Geometric multiscale decompositions of dynamic low-rank matrices
- Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm
- Bounds for the distance to the nearest correlation matrix
- Alternating projection method for solving doubly stochastic inverse singular value problems with prescribed entries
- An extended projective formula and its application to semidefinite optimization
- A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems
- A projected semismooth Newton method for problems of calibrating least squares covariance matrix
- The problem of semidefinite least squares with low rank
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
- Applications of gauge duality in robust principal component analysis and semidefinite programming
- On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope
- Robust least square semidefinite programming with applications
- A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling
- A unified study of necessary and sufficient optimality conditions for minimax and Chebyshev problems with cone constraints
- A regularized strong duality for nonsymmetric semidefinite least squares problem
- A feasible filter method for the nearest low-rank correlation matrix problem
- PENNON: software for linear and nonlinear matrix inequalities
- A simplified treatment of Ramana's exact dual for semidefinite programming
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
- A fresh variational-analysis look at the positive semidefinite matrices world
- Structure methods for solving the nearest correlation matrix problem
- Limited memory BFGS method for least squares semidefinite programming with banded structure
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
- Accuracy of approximate projection to the semidefinite cone
- The spherical constraint in Boolean quadratic programs
- Projection Methods in Conic Optimization
- A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
- Newton's method for computing the nearest correlation matrix with a simple upper bound
- Calibrating low-rank correlation matrix problem: an SCA-based approach
- Approximation of rank function and its application to the nearest low-rank correlation matrix
- Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming
- Sign patterns symbolization and its use in improved dependence test for complex network inference
- Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis
- The matrix pencil nearness problem in structural dynamic model updating
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
This page was built for publication: A Dual Approach to Semidefinite Least-Squares Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4650993)
