A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem (Q2977629)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem |
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A 2-block semi-proximal ADMM for solving the <i>H</i>-weighted nearest correlation matrix problem (English)
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18 April 2017
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nearest correlation matrix problem
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alternating direction method of multipliers
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semi-proximal ADMM
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convex quadratic semidefinite programming
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KKT conditions
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convergence analysis
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