An extended projective formula and its application to semidefinite optimization

DOI10.1080/00207160.2012.713942zbMath1262.90124OpenAlexW2116265570MaRDI QIDQ4902856

Zhilin Kang

Publication date: 18 January 2013

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2012.713942

zbMATH Keywords

upper boundprojectioninterior point methodsemidefinite least squaresprojected quasi-Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Positive matrices and their generalizations; cones of matrices (15B48) Eigenvalue problems for linear operators (47A75)

Related Items (1)

Closed-Form Expressions for Projectors onto Polyhedral Sets in Hilbert Spaces

Cites Work

• Computing the nearest correlation matrix--a problem from finance
• Efficient rank reduction of correlation matrices
• Computing a nearest symmetric positive semidefinite matrix
• Projection Methods in Conic Optimization
• Projection methods for conic feasibility problems: applications to polynomial sum-of-squares decompositions
• On the Nesterov--Todd Direction in Semidefinite Programming
• A Spectral Bundle Method for Semidefinite Programming
• A Dual Approach to Semidefinite Least-Squares Problems
• Least-Squares Covariance Matrix Adjustment

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