Projected gradient approach to the numerical solution of the SCoTLASS (Q959150)
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scientific article; zbMATH DE number 5381568
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|---|---|---|---|
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| English | Projected gradient approach to the numerical solution of the SCoTLASS |
scientific article; zbMATH DE number 5381568 |
Statements
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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0.7475695610046387
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0.7369880080223083
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0.7343849539756775
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0.7341070175170898
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