Multiplicative updates for symmetric-cone factorizations

Author:

Soh Yong Sheng,Varvitsiotis AntoniosORCID

Funder

Ministry of Education - Singapore

National Research Foundation Singapore

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference35 articles.

1. Multiplicative Update for Symmetric-Cone Factorizations. http://github.com/yssoh/conic_mu

2. Arora, S., Ge, R., Kannan, R., Moitra, A.: Computing a Nonnegative Matrix Factorization – Provably. In STOC’2012, pp. 145–162, (2012)

3. Basu, A., Dinitz, M., Li, X.: Computing Approximate PSD Factorizations. https://arxiv.org/pdf/1602.07351.pdf, (2016)

4. Ben-Tal, A., Nemirovski, A.: On polyhedral approximations of the second-order cone. Math. Oper. Res. 26(2), 193–205 (2001)

5. Bhatia, R.: Positive Definite Matrices. Princeton University Press, Princeton (2007)

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