Efficient algorithms for solving condition number-constrained matrix minimization problems
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Cites work
- <b>A RESTRAINED CONDITION NUMBER LEAST SQUARES TECHNIQUE WITH ITS APPLICATIONS TO AVOIDING </b><b>RANK DEFICIENCY </b>
- A Nonmonotone Line Search Technique for Newton’s Method
- A new inexact alternating directions method for monotone variational inequalities
- A well-conditioned estimator for large-dimensional covariance matrices
- Alternating direction method for covariance selection models
- Alternating direction method for image inpainting in wavelet domains
- An inexact alternating direction method for solving a class of structured variational inequalities
- An inexact alternating directions algorithm for constrained total variation regularized compressive sensing problems
- Anderson acceleration for fixed-point iterations
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
- Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure
- Condition-number-regularized covariance estimation
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Fast alternating direction optimization methods
- Inequalities: theory of majorization and its applications
- Inexact alternating direction methods for image recovery
- Inexact alternating-direction-based contraction methods for separable linearly constrained convex optimization
- Inexact implicit methods for monotone general variational inequalities
- Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number Constraint
- Modified subspace Barzilai-Borwein gradient method for non-negative matrix factorization
- On the alternating direction method of multipliers for nonnegative inverse eigenvalue problems with partial eigendata
- Positive definite matrix approximation with condition number constraint
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- Sparse inverse covariance estimation with the graphical lasso
- Two-Point Step Size Gradient Methods
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