A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem

Published 2011 View Full Article

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Title
A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem
Authors
Keywords
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Journal
SIAM JOURNAL ON OPTIMIZATION
Volume 21, Issue 4, Pages 1641-1666
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2011-12-16
DOI
10.1137/090771181

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