Linear constrained Rayleigh quotient optimization: theory and algorithms

DOI10.4208/CSIAM-AM.2021.NLA.01MaRDI QIDQ6941325zbMATH OpenFDO

Authors Yunshen Zhou, Zhaojun Bai, Ren-Cang Li

Publication date 19 August 2025

Published in CSIAM Transactions on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/CSIAM-AM.2021.NLA.01

zbMATH Keywords

constrained clusteringLanczos algorithmsquadratic eigenvalue problemsquadratic programming

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Quadratic programming (90C20)

Cites work

• "Ridge Analysis" of Response Surfaces
• A constrained eigenvalue problem
• A semidefinite framework for trust region subproblems with applications to large scale minimization
• Clustering Social Networks
• Computing a Trust Region Step
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• scientific article; zbMATH DE number 3756646 (Why is no real title available?)
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 1049347 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Large sparse symmetric eigenvalue problems with homogeneous linear constraints: The Lanczos process with inner-outer iterations
• Least squares with a quadratic constraint
• Linear constrained Rayleigh quotient optimization: theory and algorithms
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Minimizing a quadratic over a sphere
• Normalized cuts revisited: a reformulation for segmentation with linear grouping constraints
• Numerical methods for large eigenvalue problems
• On a quadratic eigenproblem occurring in regularized total least squares
• On constrained spectral clustering and its applications
• On Meinardus' examples for the conjugate gradient method
• Rank-one modification of the symmetric eigenproblem
• Regularized total least squares based on quadratic eigenvalue problem solvers
• Sharpness in rates of convergence for the symmetric Lanczos method
• Solution of sparse rectangular systems using LSQR and Craig
• Solving the Trust-Region Subproblem using the Lanczos Method
• Some Modified Matrix Eigenvalue Problems
• The elements of statistical learning. Data mining, inference, and prediction
• Vandermonde matrices with Chebyshev nodes

Cited in

(1)

• Linear constrained Rayleigh quotient optimization: theory and algorithms

This page was built for publication: Linear constrained Rayleigh quotient optimization: theory and algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6941325)