Zhang, Jianzhong; Zhang, Liwei; Xiao, Xiantao - In: Computational Statistics 72 (2010) 3, pp. 379-404
perturbation approach to solve the reformulated problem and demonstrate its global convergence. An inexact Newton method is … projection operator in the symmetric-matrix space. Since an approximate proximal point is required in the inexact Newton method …, we also give a Newton method to obtain it. Finally we report our numerical results showing that the proposed approach is …