A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem (Q3225245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem |
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A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem (English)
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16 March 2012
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low-rank correlation matrix
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quadratic semidefinite programming
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semismooth Newton method
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quadratic convergence
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constraint nondegeneracy
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