A feasible filter method for the nearest low-rank correlation matrix problem
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Publication:494667
DOI10.1007/s11075-014-9924-yzbMath1354.65128OpenAlexW2040464297MaRDI QIDQ494667
Publication date: 1 September 2015
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-014-9924-y
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
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Cites Work
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