Calibrating low-rank correlation matrix problem: an SCA-based approach
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Publication:5746715
DOI10.1080/10556788.2013.829057zbMath1280.49040OpenAlexW1965807655MaRDI QIDQ5746715
Publication date: 7 February 2014
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2013.829057
semi-definite programmingDC programmingsequential convex approximationlow-rank correlation matrix problem
Semidefinite programming (90C22) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Numerical methods based on necessary conditions (49M05)
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Cites Work
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