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Calibrating low-rank correlation matrix problem: an SCA-based approach - MaRDI portal

Calibrating low-rank correlation matrix problem: an SCA-based approach (Q5746715)

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scientific article; zbMATH DE number 6256407
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English
Calibrating low-rank correlation matrix problem: an SCA-based approach
scientific article; zbMATH DE number 6256407

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    Calibrating low-rank correlation matrix problem: an SCA-based approach (English)
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    7 February 2014
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    DC programming
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    low-rank correlation matrix problem
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    semi-definite programming
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    sequential convex approximation
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