A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem
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Publication:2977629
DOI10.1080/02331934.2016.1246547zbMath1362.90309OpenAlexW2537863291MaRDI QIDQ2977629
Publication date: 18 April 2017
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2016.1246547
convergence analysisalternating direction method of multiplierssemi-proximal ADMMKKT conditionsconvex quadratic semidefinite programmingnearest correlation matrix problem
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