A regularized strong duality for nonsymmetric semidefinite least squares problem

DOI10.1007/S11590-010-0233-7zbMATH Open1254.90150OpenAlexW1988265099MaRDI QIDQ644518FDOQ644518

Authors: Yingnan Wang, Ziyan Luo, Naihua Xiu 

Publication date: 4 November 2011

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-010-0233-7

Recommendations

• The conjugate duality of nonlinear semidefinite programming
• Solving nuclear norm regularized and semidefinite matrix least squares problems with linear equality constraints
• On the non-symmetric semidefinite Procrustes problem
• A Dual Approach to Semidefinite Least-Squares Problems
• On Regularized Least Norm Problems

zbMATH Keywords

strong dualitynonsingularityconstraint nondegeneracyfacial reduction algorithmnonsymmetric semidefinite least squares

Mathematics Subject Classification ID

Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)

Cites Work

• Computing the nearest correlation matrix--a problem from finance
• A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
• Convex Analysis
• A preconditioned Newton algorithm for the nearest correlation matrix
• Handbook of semidefinite programming. Theory, algorithms, and applications
• Best approximation in inner product spaces
• A Dual Approach to Semidefinite Least-Squares Problems
• Title not available (Why is that?)
• Topics in semidefinite and interior-point methods
• The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
• An inexact primal-dual path following algorithm for convex quadratic SDP
• Regularizing the abstract convex program
• An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
• Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
• On the Closedness of the Linear Image of a Closed Convex Cone
• Strong Duality for Semidefinite Programming
• Least-Squares Covariance Matrix Adjustment
• Title not available (Why is that?)
• On cone of nonsymmetric positive semidefinite matrices
• Local Duality of Nonlinear Semidefinite Programming

Cited In (2)

• \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm
• An alternating semiproximal method for nonconvex regularized structured total least squares problems

Uses Software

• QSDP

This page was built for publication: A regularized strong duality for nonsymmetric semidefinite least squares problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q644518)