On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
From MaRDI portal
Publication:1938902
DOI10.1007/s10589-012-9479-6zbMath1285.90042OpenAlexW2092679871MaRDI QIDQ1938902
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
Rayleigh quotientnonlinear eigenvalue problemtrust-region methodlinear discriminant analysisgeneralized Rayleigh quotient
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A truncated-CG style method for symmetric generalized eigenvalue problems
- Manifolds, tensor analysis, and applications.
- Optimization and dynamical systems
- Continuous methods for extreme and interior eigenvalue problems
- Trust-region methods on Riemannian manifolds
- Continuous methods for symmetric generalized eigenvalue problems
- Variable selection using MM algorithms
- On sparse linear discriminant analysis algorithm for high-dimensional data classification
- Fast Algorithms for the Generalized Foley–Sammon Discriminant Analysis
- Newton's method on Riemannian manifolds and a geometric model for the human spine
- The Projected Gradient Method for Least Squares Matrix Approximations with Spectral Constraints
- Accelerated Line-search and Trust-region Methods
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- An optimal transformation for discriminant and principal component analysis
- The Rayleigh Quotient Iteration and Some Generalizations for Nonnormal Matrices
- An Optimal Set of Discriminant Vectors
- The Geometry of Algorithms with Orthogonality Constraints
- ARPACK Users' Guide
- Structure Preserving Dimension Reduction for Clustered Text Data Based on the Generalized Singular Value Decomposition
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Trust Region Methods
- Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
This page was built for publication: On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere