Low-rank optimization on the cone of positive semidefinite matrices

SIAM Journal on Optimization

Volumn 20, Issue 5, 2010, Pages 2327-2351

  Journee M ^a   Bach, F ^b   Absil, P A ^c   Sepulchre, R ^a  

^a UNIVERSITY OF LIÈGE   (Belgium)

^b ECOLE NORMALE SUPÉRIEURE   (France)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Cone of symmetric positive definite matrices; Large scale algorithms; Low rank constraints; Maximum cut algorithms; Riemannian quotient manifold; Sparse principal component analysis

Indexed keywords

LARGE-SCALE ALGORITHMS; MAXIMUM-CUT ALGORITHMS; RANK CONSTRAINTS; RIEMANNIAN QUOTIENT MANIFOLD; SPARSE PRINCIPAL COMPONENT ANALYSIS; SYMMETRIC POSITIVE DEFINITE MATRICES;

ALGORITHMS; FACTORIZATION; MATRIX ALGEBRA; OPTIMIZATION; PROBLEM SOLVING;

PRINCIPAL COMPONENT ANALYSIS;

EID: 77956086700     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/080731359     Document Type: Article

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