Structure methods for solving the nearest correlation matrix problem
From MaRDI portal
Publication:270046
DOI10.1007/s11117-012-0180-xzbMath1334.90094OpenAlexW2089472575MaRDI QIDQ270046
Suliman Al-Homidan, Munirah Alqarni
Publication date: 7 April 2016
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-012-0180-x
Newton methodsemidefinite matrixcorrelation matrixalternating projections methodnearness problempositive semidefinite programing
Related Items (3)
Decomposition Methods for Sparse Matrix Nearness Problems ⋮ A class of multilevel structured low-rank approximation arising in material processing ⋮ On the low rank solution of the Q‐weighted nearest correlation matrix problem
Uses Software
Cites Work
- Computing the nearest correlation matrix--a problem from finance
- Semidefinite programming for discrete optimization and matrix completion problems
- Euclidean distance matrices, semidefinite programming and sensor network localization
- Efficient rank reduction of correlation matrices
- Numerically stable generation of correlation matrices and their factors
- Geometry of semidefinite Max-Cut relaxations via matrix ranks
- Local minima and convergence in low-rank semidefinite programming
- Approximate and exact completion problems for Euclidean distance matrices using semidefinite programming
- An Algorithm for Restricted Least Squares Regression
- A Dual Approach to Semidefinite Least-Squares Problems
- Computational enhancements in low-rank semidefinite programming
- Functional Operators (AM-22), Volume 2
This page was built for publication: Structure methods for solving the nearest correlation matrix problem
