A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem (Q2977629)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6706103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem |
scientific article; zbMATH DE number 6706103 |
Statements
A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem (English)
0 references
18 April 2017
0 references
nearest correlation matrix problem
0 references
alternating direction method of multipliers
0 references
semi-proximal ADMM
0 references
convex quadratic semidefinite programming
0 references
KKT conditions
0 references
convergence analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.89041126
0 references
0.88529766
0 references
0.86489457
0 references
0.86205506
0 references
0.8532245
0 references
0.8530167
0 references
0.8530088
0 references
0.8507768
0 references
0.8484269
0 references
