An extension of fast iterative shrinkage‐thresholding algorithm to Riemannian optimization for sparse principal component analysis

DOI10.1002/nla.2409OpenAlexW3200465018WikidataQ115405326 ScholiaQ115405326MaRDI QIDQ5071629

No author found.

Publication date: 22 April 2022

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.05485

zbMATH Keywords

Riemannian optimizationproximal gradient methodsparse PCAnonsmooth optimization on manifold

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05)

Related Items (6)

Fast gradient method for low-rank matrix estimation ⋮ Proximal gradient algorithm with trust region scheme on Riemannian manifold ⋮ An image inpainting algorithm using exemplar matching and low-rank sparse prior ⋮ Proximal quasi-Newton method for composite optimization over the Stiefel manifold ⋮ A Riemannian Proximal Newton Method ⋮ An inexact Riemannian proximal gradient method

This page was built for publication: An extension of fast iterative shrinkage‐thresholding algorithm to Riemannian optimization for sparse principal component analysis