J. F. Bonnans, J. Ch, C. Gilbert, C. Lemaréchal, and . Sagastizábal, Numerical Optimization, BTN01] R. Ben-Tal and A. Nemirovski, Lectures on Modern Convex Optimization, 2001.
DOI : 10.1007/978-3-662-05078-1

P. Davies and N. Higham, Numerically stable generation of correlation matrices and theirs factors, pp.40-640, 2000.

]. R. Dyk83 and . Dykstra, An algorithm for restricted least squares regression, J. Amer. Statist. Assoc, vol.78, pp.837-842, 1983.

]. N. Hig88 and . Higham, Computing a nearest symmetric positive semidefinite matrix, Linear Algebra Appl, vol.103, pp.103-118, 1988.

]. N. Hig02 and . Higham, Computing the nearest symmetric correlation matrix?a problem from finance, IMA J. Numer. Anal, vol.22, pp.329-343, 2002.

[. Hiriart-urruty and C. Lemaréchal, Convex Analysis and Minimization Algorithms, Hiriart-Urruty and C. Lemaréchal, Fundamentals of Convex Analysis, 1993.
DOI : 10.1007/978-3-662-02796-7

J. F. Sturm, Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones, Optimization Methods and Software, vol.81, issue.1-4, pp.625-653, 1999.
DOI : 10.1287/moor.19.1.53

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.49.6954

]. P. Tak03 and . Takouda, Probì emes d'approximation matricielle linéaires coniques: Approches par projections et via Optimisation sous contraintes de semidéfinie positivité, Acta Numer, vol.10, pp.515-560, 2001.