A note on the trace quotient problem

DOI10.1007/S11590-013-0680-ZzbMath1334.90173OpenAlexW2052773451MaRDI QIDQ479215

Li-Zhi Liao, Lei-Hong Zhang, Wei Hong Yang

Publication date: 5 December 2014

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-013-0680-z

zbMATH Keywords

Grassmann manifoldKarush-Kuhn-Tucker conditionslinear discriminant analysisglobal maximizertrace ratio (quotient) problem

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Fractional programming (90C32)

Related Items (6)

On the generalized trace ratio problem ⋮ On an eigenvector-dependent nonlinear eigenvalue problem from the perspective of relative perturbation theory ⋮ On an Eigenvector-Dependent Nonlinear Eigenvalue Problem ⋮ A density matrix approach to the convergence of the self-consistent field iteration ⋮ A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere ⋮ Perturbation analysis for the trace quotient problem

Cites Work

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• Superlinear convergence of a general algorithm for the generalized Foley-Sammon discriminant analysis
• Fast Algorithms for the Generalized Foley–Sammon Discriminant Analysis
• The Trace Ratio Optimization Problem for Dimensionality Reduction
• The Projected Gradient Method for Least Squares Matrix Approximations with Spectral Constraints
• A generalized Foley–Sammon transform based on generalized fisher discriminant criterion and its application to face recognition

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