Pages that link to "Item:Q3435003"
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The following pages link to A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix (Q3435003):
Displaying 50 items.
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Fréchet regression for random objects with Euclidean predictors (Q132099) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- On how to solve large-scale log-determinant optimization problems (Q288409) (← links)
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647) (← links)
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Tri-criterion modeling for constructing more-sustainable mutual funds (Q319768) (← links)
- An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem (Q353167) (← links)
- Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463) (← links)
- On the generalized low rank approximation of the correlation matrices arising in the asset portfolio (Q406470) (← links)
- An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming (Q457716) (← links)
- Conditional quadratic semidefinite programming: examples and methods (Q489109) (← links)
- A feasible filter method for the nearest low-rank correlation matrix problem (Q494667) (← links)
- A partial proximal point algorithm for nuclear norm regularized matrix least squares problems (Q495943) (← links)
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs (Q613430) (← links)
- A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems (Q614333) (← links)
- Newton's method for computing the nearest correlation matrix with a simple upper bound (Q620444) (← links)
- A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO (Q634734) (← links)
- A regularized strong duality for nonsymmetric semidefinite least squares problem (Q644518) (← links)
- An inexact SQP Newton method for convex SC\(^{1}\) minimization problems (Q711698) (← links)
- A primal-dual interior point method for nonlinear semidefinite programming (Q715092) (← links)
- A framework of constraint preserving update schemes for optimization on Stiefel manifold (Q747775) (← links)
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394) (← links)
- Parameter-related projection-based iterative algorithm for a kind of generalized positive semidefinite least squares problem (Q827574) (← links)
- Primal-dual interior-point algorithm for convex quadratic semi-definite optimization (Q923998) (← links)
- The spherical constraint in Boolean quadratic programs (Q925238) (← links)
- On cone of nonsymmetric positive semidefinite matrices (Q979007) (← links)
- An inexact primal-dual path following algorithm for convex quadratic SDP (Q995786) (← links)
- Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming (Q999796) (← links)
- A penalty method for rank minimization problems in symmetric matrices (Q1616933) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
- A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming (Q1694389) (← links)
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market (Q1709750) (← links)
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem (Q1724494) (← links)
- Optimal graph Laplacian (Q1737851) (← links)
- A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property (Q1739040) (← links)
- QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming (Q1741120) (← links)
- Solving \(k\)-cluster problems to optimality with semidefinite programming (Q1925793) (← links)
- A large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function (Q1928163) (← links)
- An accelerated active-set algorithm for a quadratic semidefinite program with general constraints (Q2026764) (← links)
- A dual based semismooth Newton-type algorithm for solving large-scale sparse Tikhonov regularization problems (Q2033078) (← links)
- Efficient high-dimensional material reliability analysis with explicit voxel-level stochastic microstructure representation (Q2056652) (← links)
- Global convergence of Riemannian line search methods with a Zhang-Hager-type condition (Q2084256) (← links)
- A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics (Q2089080) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm (Q2176186) (← links)
