A feasible filter method for the nearest low-rank correlation matrix problem

DOI10.1007/s11075-014-9924-yzbMath1354.65128OpenAlexW2040464297MaRDI QIDQ494667

Xiaojing Zhu

Publication date: 1 September 2015

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-014-9924-y

zbMATH Keywords

Stiefel manifoldlow-rank correlation matrixfeasible method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items

Nonmonotone inexact restoration approach for minimization with orthogonality constraints, Transportless conjugate gradient for optimization on Stiefel manifold, Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold, Generalized left-localized Cayley parametrization for optimization with orthogonality constraints, A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem, A Riemannian conjugate gradient method for optimization on the Stiefel manifold

Uses Software

• mftoolbox

Cites Work

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