An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem

By H. Qi, Defeng Sun. 2011

68 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/f60e9ba0d65d9603f6a268535205b6e6ba795b56