An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem (Q3005390)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem |
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An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem (English)
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7 June 2011
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augmented Lagrangian
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semismooth Newton method
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conjugate gradient method
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nearest correlation matrix
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