A Dual Approach to Semidefinite Least-Squares Problems (Q4650993)
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scientific article; zbMATH DE number 2135318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dual Approach to Semidefinite Least-Squares Problems |
scientific article; zbMATH DE number 2135318 |
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A Dual Approach to Semidefinite Least-Squares Problems (English)
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21 February 2005
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Lagrangian duality
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semidefinite optimization
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calibration of covariance matrices
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least-squares problem
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quasi-Newton algorithm
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numerical experiments
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