A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem | |
Li, Qingna; Qi, Hou-Duo | |
刊名 | SIAM Journal on Optimization
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2011 | |
卷号 | Vol.21 No.4页码:1641-1666 |
关键词 | low-rank correlation matrix quadratic semidefinite programming semismooth Newton method quadratic convergence constraint nondegeneracy |
ISSN号 | 1052-6234 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6514586 |
专题 | 湖南大学 |
作者单位 | 1.College of Mathematics and Econometrics, Hunan University, Changsha, Hunan, China 2.Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing 100190, China 3.School of Mathematics, University |
推荐引用方式 GB/T 7714 | Li, Qingna,Qi, Hou-Duo. A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem[J]. SIAM Journal on Optimization,2011,Vol.21 No.4:1641-1666. |
APA | Li, Qingna,&Qi, Hou-Duo.(2011).A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem.SIAM Journal on Optimization,Vol.21 No.4,1641-1666. |
MLA | Li, Qingna,et al."A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem".SIAM Journal on Optimization Vol.21 No.4(2011):1641-1666. |
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