Conditional quadratic semidefinite programming: examples and methods
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Cites work
- scientific article; zbMATH DE number 550194 (Why is no real title available?)
- scientific article; zbMATH DE number 3437485 (Why is no real title available?)
- A Newton-CG augmented Lagrangian method for semidefinite programming
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL
- A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling
- A cyclic projection algorithm via duality
- A nonsmooth version of Newton's method
- A semismooth Newton method for the nearest Euclidean distance matrix problem
- An Alternating Projection Algorithm for Computing the Nearest Euclidean Distance Matrix
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
- An inexact primal-dual path following algorithm for convex quadratic SDP
- Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
- Approximation by matrices positive semidefinite on a subspace
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
- Conditionally definite matrices
- Conditionally positive functions and p-norm distance matrices
- Constrained best Euclidean distance embedding on a sphere: a matrix optimization approach
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- Definiteness and semidefiniteness of quadratic forms revisited
- Distance matrix completion by numerical optimization
- Equality relating Euclidean distance cone to positive semidefinite cone
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- Numerical Optimization
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Cited in
(7)- Robust least square semidefinite programming with applications
- Perturbation analysis of the Euclidean distance matrix optimization problem and its numerical implications
- Parameter-related projection-based iterative algorithm for a kind of generalized positive semidefinite least squares problem
- Feasibility and a fast algorithm for Euclidean distance matrix optimization with ordinal constraints
- Half thresholding eigenvalue algorithm for semidefinite matrix completion
- A convex matrix optimization for the additive constant problem in multidimensional scaling with application to locally linear embedding
- An Ordinal Weighted EDM Model for Nonmetric Multidimensional Scaling
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