"A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation ..."

Qingna Li, Houduo Qi (2011)

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DOI: 10.1137/090771181

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type: Journal Article

metadata version: 2024-02-05

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Qingna Li, Houduo Qi:
A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem. SIAM J. Optim. 21(4): 1641-1666 (2011)

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