Structure methods for solving the nearest correlation matrix problem-Reference-Cited by-同舟云学术

Structure methods for solving the nearest correlation matrix problem

Published:2012-05-01 Issue:3 Volume:16 Page:497-508
ISSN:1385-1292
Container-title:Positivity
language:en
Short-container-title:Positivity

Author:

Al-Homidan Suliman,AlQarni Munirah

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Theoretical Computer Science,Analysis

Link

http://link.springer.com/content/pdf/10.1007/s11117-012-0180-x.pdf

Reference15 articles.

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3. Alfakih A., Anjos M., Piccialli V., Wolkowicz H.: Euclidean distance matrices, semidefinite programming and sensor network localization. Port. Math. 68(1), 53–102 (2011)

4. Anjos, M., Higham, N., Takouda, P., Wolkowicz, H.: Semidefinite programming for the nearest correlation matrix problem. Technical report, Waterloo University, Canada (2003)

5. Anjos M., Wolkowicz H.: Geometry of semidefinite max-cut relaxations via matrix ranks. New approaches for hard discrete optimization. J. Comb. Optim. 6(3), 237–270 (2002)

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