Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory
DOI10.1007/S11425-014-4824-0zbMATH Open1341.90128OpenAlexW2261652123MaRDI QIDQ2018891FDOQ2018891
Authors: Lei-Hong Zhang, Ren-Cang Li 
Publication date: 26 March 2015
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4824-0
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Stiefel manifoldoptimality conditionnonlinear eigenvalue problemRayleigh quotienteigenspacetrace ratio
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Fractional programming (90C32) Optimality conditions and duality in mathematical programming (90C46) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)
Cites Work
- A feasible method for optimization with orthogonality constraints
- Title not available (Why is that?)
- The Geometry of Algorithms with Orthogonality Constraints
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- Matrix algorithms. Vol. 2: Eigensystems
- Optimization and dynamical systems
- On sparse linear discriminant analysis algorithm for high-dimensional data classification.
- On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
Cited In (26)
- Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent Field Iteration
- Locally unitarily invariantizable NEPv and convergence analysis of SCF
- Sampling algebraic varieties for sum of squares programs
- On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients
- On the analysis of the discretized Kohn-Sham density functional theory
- On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
- Perturbation analysis of an eigenvector-dependent nonlinear eigenvalue problem with applications
- On generalizing trace minimization principles
- A Riemannian derivative-free Polak-Ribiére-Polyak method for tangent vector field
- Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation
- Optimization on matrix manifold based on gradient information and its applications in network control
- A note on the trace quotient problem
- Robust Rayleigh quotient minimization and nonlinear eigenvalue problems
- Maximization of Matrix Trace Function of Product Stiefel Manifolds
- Orthogonal canonical correlation analysis and applications
- Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
- Orthogonal trace-sum maximization: applications, local algorithms, and global optimality
- A Riemannian conjugate gradient method for optimization on the Stiefel manifold
- Sharp estimation of convergence rate for self-consistent field iteration to solve eigenvector-dependent nonlinear eigenvalue problems
- On the generalized trace ratio problem
- Perturbation analysis for the trace quotient problem
- An eigenvalue-based method for the unbalanced Procrustes problem
- On an eigenvector-dependent nonlinear eigenvalue problem from the perspective of relative perturbation theory
- Maximizing sum of coupled traces with applications
- A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction
- Trace ratio optimization with an application to multi-view learning
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