Projection algorithms for nonconvex minimization with application to sparse principal component analysis

DOI10.1007/S10898-016-0402-ZzbMath1353.90118arXiv1404.4132OpenAlexW2299651280MaRDI QIDQ312468

William W. Hager, Dzung T. Phan, Jiajie Zhu

Publication date: 15 September 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.4132

zbMATH Keywords

nonconvex minimizationBarzilai-Borwein methodgradient projectionsparse principal component analysisapproximate Newton

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Related Items (6)

Derivatives of probability functions: unions of polyhedra and elliptical distributions ⋮ A generalized inertial proximal alternating linearized minimization method for nonconvex nonsmooth problems ⋮ Unnamed Item ⋮ On the robust PCA and Weiszfeld's algorithm ⋮ On the Solution of ℓ₀-Constrained Sparse Inverse Covariance Estimation Problems ⋮ An active-set proximal quasi-Newton algorithm for ℓ₁-regularized minimization over a sphere constraint

Uses Software

• PDCO
• SPGL1
• WebGraph

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• Unnamed Item
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