Pages that link to "Item:Q3435003"

The following pages link to A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix (Q3435003):

Displaying 50 items.

• Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm (Q2176186) (← links)
• Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata (Q2244987) (← links)
• A projected semismooth Newton method for problems of calibrating least squares covariance matrix (Q2275573) (← links)
• On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope (Q2288199) (← links)
• Optimality conditions and global convergence for nonlinear semidefinite programming (Q2297647) (← links)
• Accuracy of approximate projection to the semidefinite cone (Q2310414) (← links)
• On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming (Q2330654) (← links)
• Semidefinite inverse eigenvalue problems with prescribed entries and partial eigendata (Q2346642) (← links)
• Minimum rank (skew) Hermitian solutions to the matrix approximation problem in the spectral norm (Q2351084) (← links)
• Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
• A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
• A semismooth Newton method for support vector classification and regression (Q2419554) (← links)
• Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348) (← links)
• Limited memory BFGS method for least squares semidefinite programming with banded structure (Q2674941) (← links)
• On FISTA with a relative error rule (Q2696903) (← links)
• A matrix nonconvex relaxation approach to unconstrained binary polynomial programs (Q2696928) (← links)
• An inexact Riemannian proximal gradient method (Q2701414) (← links)
• Projection Methods in Conic Optimization (Q2802538) (← links)
• Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block (Q2805267) (← links)
• Bounds for the distance to the nearest correlation matrix (Q2818268) (← links)
• Statistical corrections of invalid correlation matrices (Q2868869) (← links)
• A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem (Q2977629) (← links)
• Statistical rehabilitation of improper correlation matrices (Q3088326) (← links)
• Low-Rank Matrix Iteration Using Polynomial-Filtered Subspace Extraction (Q3300851) (← links)
• The instanton method and its numerical implementation in fluid mechanics (Q3448391) (← links)
• Decomposition Methods for Sparse Matrix Nearness Problems (Q3456880) (← links)
• Gradient methods and conic least-squares problems (Q3458817) (← links)
• Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming (Q3497617) (← links)
• Pricing and hedging basket options to prespecified levels of acceptability (Q3577149) (← links)
• Composite Difference-Max Programs for Modern Statistical Estimation Problems (Q4562249) (← links)
• An Efficient Approximation of Spatial Correlation Based on Gauss–Hermite Quadrature (Q4621571) (← links)
• (Q4636985) (← links)
• Three Non-Gaussian Models of Dependence in Returns (Q4976495) (← links)
• (Q4998877) (← links)
• A primal-dual interior point trust-region method for nonlinear semidefinite programming (Q4999340) (← links)
• Global convergence of the alternating projection method for the Max-Cut relaxation problem (Q5005866) (← links)
• A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
• A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
• An efficient augmented Lagrangian method for support vector machine (Q5135259) (← links)
• Adjusting covariance matrix for risk management (Q5139262) (← links)
• Orthogonal Nonnegative Tucker Decomposition (Q5147984) (← links)
• A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond (Q5149523) (← links)
• A preconditioned Newton algorithm for the nearest correlation matrix (Q5189126) (← links)
• Robust Causal Structure Learning with Some Hidden Variables (Q5234409) (← links)
• Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone (Q5242932) (← links)
• A Black–Litterman approach to correlation stress testing (Q5245918) (← links)
• Constrained Best Euclidean Distance Embedding on a Sphere: A Matrix Optimization Approach (Q5252588) (← links)
• A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling (Q5300818) (← links)
• A Convex Matrix Optimization for the Additive Constant Problem in Multidimensional Scaling with Application to Locally Linear Embedding (Q5506686) (← links)
• The Supporting Halfspace--Quadratic Programming Strategy for the Dual of the Best Approximation Problem (Q5506687) (← links)