Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647)
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scientific article; zbMATH DE number 6596826
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| English | Computing the nearest low-rank correlation matrix by a simplified SQP algorithm |
scientific article; zbMATH DE number 6596826 |
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Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (English)
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22 June 2016
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low-rank correlation matrix
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matrix optimization
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nonlinear constrained optimization
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Gramian representation
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sequential quadratic programming
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0.8656368255615234
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0.834643542766571
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0.8304638862609863
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0.8238345384597778
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