Alternating direction method of multipliers for sparse principal component analysis (Q457552): Difference between revisions
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English | Alternating direction method of multipliers for sparse principal component analysis |
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Alternating direction method of multipliers for sparse principal component analysis (English)
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29 September 2014
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sparse PCA
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semidefinite programming
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alternating direction method
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augmented Lagrangian method
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deflation
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projection onto the simplex
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