Computing the nearest low-rank correlation matrix by a simplified SQP algorithm

DOI10.1016/j.amc.2015.01.044zbMath1338.65168OpenAlexW1996829129MaRDI QIDQ299647

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Publication date: 22 June 2016

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.01.044

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