A Dual Approach to Semidefinite Least-Squares Problems
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Publication:4650993
DOI10.1137/S0895479802413856zbMath1080.65027OpenAlexW1982165727MaRDI QIDQ4650993
Publication date: 21 February 2005
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479802413856
numerical experimentssemidefinite optimizationLagrangian dualityquasi-Newton algorithmleast-squares problemcalibration of covariance matrices
Numerical methods (including Monte Carlo methods) (91G60) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Methods of quasi-Newton type (90C53)
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