A Penalty Method for Correlation Matrix Problems with Prescribed Constraints

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Bibliographic Details
Main Author:	CHEN XIAOQUAN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2011
Subjects:	nearest correlation matrix, majorization method, semismoothness, Newton’s method
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/29960
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-299602017-10-21T08:02:38Z A Penalty Method for Correlation Matrix Problems with Prescribed Constraints CHEN XIAOQUAN MATHEMATICS SUN DEFENG nearest correlation matrix, majorization method, semismoothness, Newton’s method Master's MASTER OF SCIENCE 2011-12-31T18:01:35Z 2011-12-31T18:01:35Z 2011-08-10 Thesis CHEN XIAOQUAN (2011-08-10). A Penalty Method for Correlation Matrix Problems with Prescribed Constraints. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/29960 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	nearest correlation matrix, majorization method, semismoothness, Newton’s method
spellingShingle	nearest correlation matrix, majorization method, semismoothness, Newton’s method CHEN XIAOQUAN A Penalty Method for Correlation Matrix Problems with Prescribed Constraints
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS CHEN XIAOQUAN
format	Theses and Dissertations
author	CHEN XIAOQUAN
author_sort	CHEN XIAOQUAN
title	A Penalty Method for Correlation Matrix Problems with Prescribed Constraints
title_short	A Penalty Method for Correlation Matrix Problems with Prescribed Constraints
title_full	A Penalty Method for Correlation Matrix Problems with Prescribed Constraints
title_fullStr	A Penalty Method for Correlation Matrix Problems with Prescribed Constraints
title_full_unstemmed	A Penalty Method for Correlation Matrix Problems with Prescribed Constraints
title_sort	penalty method for correlation matrix problems with prescribed constraints
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/29960
_version_	1681080910906130432

A Penalty Method for Correlation Matrix Problems with Prescribed Constraints

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