Projection algorithms for nonconvex minimization with application to sparse principal component analysis
نویسندگان
چکیده
منابع مشابه
Projection algorithms for nonconvex minimization with application to sparse principal component analysis
We consider concave minimization problems over nonconvex sets. Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where the Hessian approximation is a multiple of the identity. Convergence results are established. In numerical experiments arising in sparse principal component...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2016
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-016-0402-z