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A projected semismooth Newton method for problems of calibrating least squares covariance matrix 期刊论文
OPERATIONS RESEARCH LETTERS, 2011, 卷号: 39, 期号: 2, 页码: 103-108
Authors:  Li, Qingna;  Li, Donghui
Favorite  |  View/Download:26/0  |  Submit date:2018/07/30
Semismooth Newton method  Active set  Constraint nondegeneracy  Quadratic semidefinite programming