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"Computing the nearest low-rank correlation matrix by a simplified SQP ..."

Xiaojing Zhu (2015)

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DOI: 10.1016/J.AMC.2015.01.044

access: closed

type: Journal Article

metadata version: 2020-02-21

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Xiaojing Zhu:
Computing the nearest low-rank correlation matrix by a simplified SQP algorithm. Appl. Math. Comput. 256: 404-414 (2015)

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