Orthogonal Trace-Sum Maximization: Applications, Local Algorithms, and Global Optimality
DOI10.1137/20M1363388zbMath1467.49022arXiv1811.03521OpenAlexW3167286139MaRDI QIDQ4997837
Hua Zhou, Joong-Ho Won, Kenneth L. Lange
Publication date: 30 June 2021
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.03521
semidefinite programmingStiefel manifoldcanonical correlation analysisMM algorithmcryo-EMMAXBETMAXDIFFprocrustes analysisKurdyka-łojasiewicz inequality
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Numerical methods of relaxation type (49M20) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)
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