Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory
From MaRDI portal
(Redirected from Publication:2018891)
eigenspacenonlinear eigenvalue problemoptimality conditionRayleigh quotientStiefel manifoldtrace ratio
Eigenvalues, singular values, and eigenvectors (15A18) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Fractional programming (90C32) Optimality conditions and duality in mathematical programming (90C46)
Recommendations
- Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation
- On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients
- Trace ratio optimization with an application to multi-view learning
- A note on the trace quotient problem
- Orthogonal trace-sum maximization: applications, local algorithms, and global optimality
Cites work
- A feasible method for optimization with orthogonality constraints
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Matrix algorithms. Vol. 2: Eigensystems
- On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
- On sparse linear discriminant analysis algorithm for high-dimensional data classification.
- Optimization and dynamical systems
- The Geometry of Algorithms with Orthogonality Constraints
Cited in
(29)- On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
- A Riemannian conjugate gradient method for optimization on the Stiefel manifold
- On an eigenvector-dependent nonlinear eigenvalue problem from the perspective of relative perturbation theory
- On generalizing trace minimization principles
- Maximizing sum of coupled traces with applications
- A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction
- Optimization on matrix manifold based on gradient information and its applications in network control
- A Riemannian derivative-free Polak-Ribiére-Polyak method for tangent vector field
- On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients
- Perturbation analysis of an eigenvector-dependent nonlinear eigenvalue problem with applications
- Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
- Perturbation analysis for the trace quotient problem
- Maximization of Matrix Trace Function of Product Stiefel Manifolds
- Robust Rayleigh quotient minimization and nonlinear eigenvalue problems
- Sampling algebraic varieties for sum of squares programs
- A note on the trace quotient problem
- Orthogonal trace-sum maximization: applications, local algorithms, and global optimality
- Orthogonal canonical correlation analysis and applications
- On the analysis of the discretized Kohn-Sham density functional theory
- An eigenvalue-based method for the unbalanced Procrustes problem
- Sharp estimation of convergence rate for self-consistent field iteration to solve eigenvector-dependent nonlinear eigenvalue problems
- On the generalized trace ratio problem
- Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent Field Iteration
- Trace ratio optimization with an application to multi-view learning
- Locally unitarily invariantizable NEPv and convergence analysis of SCF
- A theory of the NEPv approach for optimization on the Stiefel manifold
- A nonlinear eigenvalue problem associated with the sum-of-Rayleigh-quotients maximization
- Eigenvalue backward errors of Rosenbrock systems and optimization of sums of Rayleigh quotients
- Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation
This page was built for publication: Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2018891)
