A Dual Approach to Semidefinite Least-Squares Problems (Q4650993)

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scientific article; zbMATH DE number 2135318
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    A Dual Approach to Semidefinite Least-Squares Problems
    scientific article; zbMATH DE number 2135318

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      A Dual Approach to Semidefinite Least-Squares Problems (English)
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      21 February 2005
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      Lagrangian duality
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      semidefinite optimization
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      calibration of covariance matrices
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      least-squares problem
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      quasi-Newton algorithm
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      numerical experiments
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