A projected semismooth Newton method for problems of calibrating least squares covariance matrix (Q2275573)
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scientific article; zbMATH DE number 5937200
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| English | A projected semismooth Newton method for problems of calibrating least squares covariance matrix |
scientific article; zbMATH DE number 5937200 |
Statements
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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0.8183039426803589
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0.7806246876716614
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0.7557888031005859
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0.7542722821235657
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