Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints - MaRDI portal

Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints

From MaRDI portal
Publication:3584167

DOI10.1137/080727075zbMath1201.49031OpenAlexW2145505545MaRDI QIDQ3584167

Yan Gao, Defeng Sun

Publication date: 19 August 2010

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/62440a9e574aeb50c8be676dd9c75eded4c44b48




Related Items

On how to solve large-scale log-determinant optimization problemsA dual active-set proximal Newton algorithm for sparse approximation of correlation matricesGradient methods and conic least-squares problemsOn the linear convergence of the general first order primal-dual algorithmLimited memory BFGS algorithm for the matrix approximation problem in Frobenius normAn Ordinal Weighted EDM Model for Nonmetric Multidimensional ScalingFeasibility and a fast algorithm for Euclidean distance matrix optimization with ordinal constraintsA modified alternating direction method for convex quadratically constrained quadratic semidefinite programsLimited memory BFGS method for least squares semidefinite programming with banded structureQuadratic model updating with gyroscopic structure from partial eigendataNewton's method for computing the nearest correlation matrix with a simple upper boundSolving a class of matrix minimization problems by linear variational inequality approachesProximal-like contraction methods for monotone variational inequalities in a unified framework. II: General methods and numerical experimentsA global exact penalty for rank-constrained optimization problem and applicationsA double extrapolation primal-dual algorithm for saddle point problemsRobust least square semidefinite programming with applicationsA new alternating projection-based prediction–correction method for structured variational inequalitiesA multi-stage convex relaxation approach to noisy structured low-rank matrix recoveryProximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problemOptimized projections for compressed sensing via rank-constrained nearest correlation matrixConditional quadratic semidefinite programming: examples and methodsA partial proximal point algorithm for nuclear norm regularized matrix least squares problemsAccelerated method for optimization over density matrices in quantum state estimationInexact non-interior continuation method for monotone semidefinite complementarity problemsAn inexact spectral bundle method for convex quadratic semidefinite programmingCalibrating low-rank correlation matrix problem: an SCA-based approachAn inexact SQP Newton method for convex SC\(^{1}\) minimization problemsA projected semismooth Newton method for problems of calibrating least squares covariance matrixAn accelerated active-set algorithm for a quadratic semidefinite program with general constraintsA dual based semismooth Newton-type algorithm for solving large-scale sparse Tikhonov regularization problemsProjection Methods in Conic OptimizationBlock relaxation and majorization methods for the nearest correlation matrix with factor structureComputing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative ConeA hybrid splitting method for variational inequality problems with separable structure


Uses Software