An extended projective formula and its application to semidefinite optimization
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Publication:4902856
DOI10.1080/00207160.2012.713942zbMath1262.90124OpenAlexW2116265570MaRDI QIDQ4902856
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
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)
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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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