Calibrating least squares semidefinite programming with equality and inequality constraints

SIAM Journal on Matrix Analysis and Applications

Volumn 31, Issue 3, 2009, Pages 1432-1457

  Gao, Yan ^a   Sun, Defeng ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Covariance matrix; Quadratic convergence; Smoothing Newton method

Indexed keywords

APPROXIMATE SOLUTION; BI-CGSTAB; INEQUALITY CONSTRAINT; ITERATIVE SOLVERS; LEAST SQUARE; METRIC PROJECTION OPERATOR; NUMERICAL EXPERIMENTS; QUADRATIC CONVERGENCE; SEMI-DEFINITE PROGRAMMING; SEMISMOOTH; SEMISMOOTH EQUATIONS; SMOOTHING NEWTON METHODS;

APPROXIMATION THEORY; CONSTRAINT THEORY; COVARIANCE MATRIX; LINEAR SYSTEMS; NEWTON-RAPHSON METHOD; NUMERICAL METHODS;

MATHEMATICAL PROGRAMMING;

EID: 84861325244     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/080727075     Document Type: Article

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