A Dual Approach to Semidefinite Least-Squares Problems
نویسندگان
چکیده
منابع مشابه
A Dual Approach to Semidefinite Least-Squares Problems
In this paper, we study the projection onto the intersection of an affine subspace and a convex set and provide a particular treatment for the cone of positive semidefinite matrices. Among applications of this problem is the calibration of covariance matrices. We propose a Lagrangian dualization of this least-squares problem, which leads us to a convex differentiable dual problem. We propose to...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2004
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479802413856