A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396)
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scientific article; zbMATH DE number 7634901
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| English | A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices |
scientific article; zbMATH DE number 7634901 |
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A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (English)
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20 December 2022
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sparse approximation
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correlation matrices
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proximal gradient method
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semi-smooth Newton method
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global convergence
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0.779191792011261
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0.7535801529884338
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0.7386540174484253
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0.7372514009475708
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0.7337934374809265
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