Correlation matrix nearness and completion under observation uncertainty

Keyphrases

• Correlation Matrix 100%
• Matrix Completion 100%
• Matrix Nearness Problem 100%
• Observation Uncertainty 100%
• Low Error 50%
• Optimization Problem 50%
• Numerical Results 50%
• Algorithmic Approach 50%
• Uncertainty Set 50%
• Robust Optimization 50%
• Optimization under Uncertainty 50%
• Uncertain Observations 50%
• Worst Case Uncertainty 50%
• Nonsmooth Optimization Problem 50%
• First-order Algorithm 50%

Computer Science

• Optimization Problem 100%
• Correlation Matrix 100%
• Robust Optimization 50%
• Structure Problem 50%
• Nonsmooth Optimization 50%
• Solution Error 50%

Mathematics

• Matrix (Mathematics) 100%
• Correlation Matrix 100%
• Worst Case 50%
• Nonsmooth Optimization 50%