A feasible method for optimization with orthogonality constraints
نویسندگان
چکیده
منابع مشابه
A feasible method for optimization with orthogonality constraints
Minimization with orthogonality constraints (e.g., X>X = I) and/or spherical constraints (e.g., ‖x‖2 = 1) has wide applications in polynomial optimization, combinatorial optimization, eigenvalue problems, sparse PCA, p-harmonic flows, 1-bit compressive sensing, matrix rank minimization, etc. These problems are difficult because the constraints are not only non-convex but numerically expensive t...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2012
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-012-0584-1