Projected gradient approach to the numerical solution of the SCoTLASS (Q959150)
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English | Projected gradient approach to the numerical solution of the SCoTLASS |
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Projected gradient approach to the numerical solution of the SCoTLASS (English)
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11 December 2008
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principal component analysis
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simple structure components
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Lasso constraint
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penalty function
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constrained optimization
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gradient dynamical system on manifolds
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steepest ascent vector flows
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optimality conditions
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