Projected gradient approach to the numerical solution of the SCoTLASS

Computational Statistics and Data Analysis

Volumn 50, Issue 1 SPEC. ISS., 2006, Pages 242-253

  Trendafilov, Nickolay T ^a   Jolliffe, Ian T ^b  

^a UNIVERSITY OF THE WEST OF ENGLAND   (United Kingdom)

^b UNIVERSITY OF ABERDEEN   (United Kingdom)

Author keywords

Constrained optimization; Gradient dynamical system on manifolds; LASSO constraint; Optimality conditions; Penalty function; Principal component analysis; Simple structure components; Steepest ascent vector flows

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; DATA REDUCTION; GRADIENT METHODS; MATHEMATICAL OPERATORS; NUMERICAL ANALYSIS; OPTIMIZATION; PRINCIPAL COMPONENT ANALYSIS; SET THEORY; VECTORS;

CONSTRAINED OPTIMIZATION; GRADIENT DYNAMICAL SYSTEM ON MANIFOLDS; LASSO CONSTRAINT; OPTIMALITY CONDITIONS; PENALTY FUNCTION; SIMPLE STRUCTURE COMPONENTS; STEEPEST ASCENT VECTOR FLOWS;

PROBLEM SOLVING;

EID: 24644479207     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.07.017     Document Type: Article

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