A dual approach to semidefinite least-squares problems

SIAM Journal on Matrix Analysis and Applications

Volumn 26, Issue 1, 2005, Pages 272-284

  Malick, Jérôme ^a  

^a INRIA   (France)

Author keywords

Calibration of covariance matrices; Lagrangian duality; Semidefinite optimization

Indexed keywords

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; OPTIMIZATION; PROBLEM SOLVING; SET THEORY;

CALIBRATION OF COVARIANCE MATRICES; FRAMEWORKS; LAGRANGIAN DUALITY; SEMIDEFINITE OPTIMIZATION;

LEAST SQUARES APPROXIMATIONS;

EID: 14544268199     PISSN: 08954798     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0895479802413856     Document Type: Article

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