Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm
DOI10.1007/S40314-020-1089-9zbMATH Open1449.65123OpenAlexW3004802997MaRDI QIDQ2176186FDOQ2176186
Authors: Chungen Shen, Changxing Fan, Yunlong Wang, Wenjuan Xue
Publication date: 4 May 2020
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-020-1089-9
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Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)
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Cited In (9)
- An accelerated active-set algorithm for a quadratic semidefinite program with general constraints
- Alternating direction method for a class of constrained matrix approximation problems
- An efficient algorithm for solving a class of matrix optimization problem in scalable probabilistic approximation
- Title not available (Why is that?)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
- Limited memory BFGS method based on a high-order tensor model
- Limited memory BFGS method for least squares semidefinite programming with banded structure
- Diagonally scaled memoryless quasi-Newton methods with application to compressed sensing
- Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model
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