An extended projective formula and its application to semidefinite optimization
DOI10.1080/00207160.2012.713942zbMATH Open1262.90124OpenAlexW2116265570MaRDI QIDQ4902856FDOQ4902856
Authors: Zhilin Kang
Publication date: 18 January 2013
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2012.713942
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Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Positive matrices and their generalizations; cones of matrices (15B48) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Eigenvalue problems for linear operators (47A75)
Cites Work
- Computing the nearest correlation matrix--a problem from finance
- A Spectral Bundle Method for Semidefinite Programming
- Efficient rank reduction of correlation matrices
- Computing a nearest symmetric positive semidefinite matrix
- A Dual Approach to Semidefinite Least-Squares Problems
- On the Nesterov--Todd Direction in Semidefinite Programming
- Least-Squares Covariance Matrix Adjustment
- Projection Methods in Conic Optimization
- Projection methods for conic feasibility problems: applications to polynomial sum-of-squares decompositions
Cited In (8)
- A Dual Approach to Semidefinite Least-Squares Problems
- Closed-Form Expressions for Projectors onto Polyhedral Sets in Hilbert Spaces
- Projection onto the solution set of semidefinite programs
- A fixed-point method for approximate projection onto the positive semidefinite cone
- Title not available (Why is that?)
- \(\mathrm{B}\)-subdifferentials of the projection onto the matrix simplex
- Accuracy of approximate projection to the semidefinite cone
- A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics
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