Rank Modifications of Semidefinite Matrices Associated with a Secant Update Formula.
Moody T. ChuRobert E. FunderlicGene H. GolubPublished in: SIAM J. Matrix Anal. Appl. (1998)
Keyphrases
- semidefinite
- positive semidefinite
- linear complementarity problem
- semidefinite programming
- higher dimensional
- complementarity problems
- convex relaxation
- sufficient conditions
- singular value decomposition
- interior point methods
- linear programming
- training data
- least squares
- linear combination
- convex sets
- finite dimensional