An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
10.1093/imanum/drp031
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sg-nus-scholar.10635-1028252023-10-29T22:05:37Z An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem Qi, H. Sun, D. MATHEMATICS augmented Lagrangian conjugate gradient method nearest correlation matrix semismooth Newton method 10.1093/imanum/drp031 IMA Journal of Numerical Analysis 31 2 491-511 2014-10-28T02:30:08Z 2014-10-28T02:30:08Z 2011-04 Article Qi, H., Sun, D. (2011-04). An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem. IMA Journal of Numerical Analysis 31 (2) : 491-511. ScholarBank@NUS Repository. https://doi.org/10.1093/imanum/drp031 02724979 http://scholarbank.nus.edu.sg/handle/10635/102825 000289166300006 Scopus |
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Asia |
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Singapore Singapore |
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augmented Lagrangian conjugate gradient method nearest correlation matrix semismooth Newton method |
| spellingShingle |
augmented Lagrangian conjugate gradient method nearest correlation matrix semismooth Newton method Qi, H. Sun, D. An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem |
| description |
10.1093/imanum/drp031 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Qi, H. Sun, D. |
| format |
Article |
| author |
Qi, H. Sun, D. |
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Qi, H. |
| title |
An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem |
| title_short |
An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem |
| title_full |
An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem |
| title_fullStr |
An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem |
| title_full_unstemmed |
An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem |
| title_sort |
augmented lagrangian dual approach for the h-weighted nearest correlation matrix problem |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/102825 |
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1781787643374206976 |