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

DOI10.1007/s10589-012-9479-6zbMath1285.90042MaRDI 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 quotient; nonlinear eigenvalue problem; trust-region method; linear discriminant analysis; generalized Rayleigh quotient

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

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Uses Software

• eigs
• ARPACK
• PRMLT

Cites Work

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