Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computing the nearest low-rank correlation matrix by a simplified SQP algorithm |
scientific article; zbMATH DE number 6596826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the nearest low-rank correlation matrix by a simplified SQP algorithm |
scientific article; zbMATH DE number 6596826 |
Statements
Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (English)
0 references
22 June 2016
0 references
low-rank correlation matrix
0 references
matrix optimization
0 references
nonlinear constrained optimization
0 references
Gramian representation
0 references
sequential quadratic programming
0 references
0 references
0 references
0 references
