A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
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Cites work
- scientific article; zbMATH DE number 3465097 (Why is no real title available?)
- scientific article; zbMATH DE number 3441150 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
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Cited in
(4)- A preconditioned Newton algorithm for the nearest correlation matrix
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- A sparse proximal implementation of the LP dual active set algorithm
- A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem
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