A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
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Publication:5058396
DOI10.1080/10556788.2021.1998491OpenAlexW4213085999MaRDI QIDQ5058396
Li Wang, Chungen Shen, Xiao Liu
Publication date: 20 December 2022
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2021.1998491
global convergencesparse approximationcorrelation matricessemi-smooth Newton methodproximal gradient method
Uses Software
Cites Work
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