An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
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Publication:3005390
DOI10.1093/imanum/drp031zbMath1218.65061OpenAlexW2162368859MaRDI QIDQ3005390
Publication date: 7 June 2011
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drp031
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