On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
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Publication:1938902
DOI10.1007/s10589-012-9479-6zbMath1285.90042MaRDI 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 quotient; nonlinear eigenvalue problem; trust-region method; linear discriminant analysis; generalized Rayleigh quotient
90C26: Nonconvex programming, global optimization
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