On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere

DOI10.1007/s10589-012-9479-6zbMath1285.90042OpenAlexW2092679871MaRDI QIDQ1938902

Lei-Hong Zhang

Publication date: 25 February 2013

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-012-9479-6

zbMATH Keywords

Rayleigh quotientnonlinear eigenvalue problemtrust-region methodlinear discriminant analysisgeneralized Rayleigh quotient

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (15)

Globally minimizing the sum of a convex-concave fraction and a convex function based on wave-curve bounds ⋮ Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation ⋮ Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices: approximation and applications ⋮ Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent Field Iteration ⋮ Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems ⋮ Nonlinear Eigenvector Methods for Convex Minimization over the Numerical Range ⋮ An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients ⋮ A generalized eigenvalues classifier with embedded feature selection ⋮ On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients ⋮ Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory ⋮ Prior Shift Using the Ratio Estimator ⋮ Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming ⋮ A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere ⋮ An active-set proximal quasi-Newton algorithm for ℓ₁-regularized minimization over a sphere constraint ⋮ An outcome-space-based branch-and-bound algorithm for a class of sum-of-fractions problems

Uses Software

• eigs
• ARPACK
• PRMLT

Cites Work

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