Publication On Matrix Optimization (SDP and Nearest Correlation Matrix)

1. H.-D. Qi and D.F. Sun
   An Augmented Lagrangian Dual Approach for the $H$-Weighted Nearest Correlation Matrix Problem
   Report, March 2008. To appear in: IMA J. Numerical Analysis.
2. H.-D. Qi and D.F. Sun
   Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
   Computational Optimization and Applications, vol 45 (2010), 427--462.
3. H.-D. Qi
   Positive Semidefinite Matrix Completions on Chordal Graphs and Constraint Nondegeneracy in Semidefinite Programming
   Linear Algebra and Its Applications, Vol 430 (2009), 1151--1164.
4. H.-D. Qi
   Local duality of nonlinear semidefinite programming
   Mathematics of Operations Research 34(1), (2009), 124--141.
5. H.-D. Qi, Z. Xia, and G. Xing
   An application of the nearest correlation matrix on Web document classification
   Journal of Industrial Mathematics and Optimization, vol. 3, pp. 701--713, 2007
6. H.-D. Qi and D. Sun
   A quadratically convergent Newton method for computing the nearest correlation matrix
   SIAM J. Matrix Analysis and Application vol 28 (2), pp. 360--385, 2006.
7. X. Chen and H.-D. Qi
   Cartesian P-property and its applications to the semidefinite linear complementarity problem
   Math. Programming, 2006 (106), pp. 177--201.
8. X. Chen, H.-D. Qi, L. Qi and K.-L. Teo
   Smooth convex approximation to the maximum eigenvalue function
   J. of Global Optimization, 30 (2004), pp. 253--270.
9. H.-D. Qi and X.Q Yang
   Semismoothness of spectral functions
   SIAM J. Matrix Anal. Appl. 25 (2004), 784--803.
10. X. Chen, H.-D. Qi, and P. Tseng
    Analysis of nonsmooth symmetric-matrix functions with applications to semidefinite complementarity problems
    SIAM J. Optimization 13 (2003), pp. 960--985.