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Block relaxation and majorization methods for the nearest correlation matrix with factor structure 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2011, 卷号: 50, 期号: 2, 页码: 327-349
作者:  Li, Qingna;  Qi, Houduo;  Xiu, Naihua
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
Block relaxation methods  Majorization methods  Correlation matrix  Factor structure  
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
作者:  Li, Qingna;  Li, Donghui
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
Semismooth Newton method  Active set  Constraint nondegeneracy  Quadratic semidefinite programming