Projected gradient approach to the numerical solution of the SCoTLASS (Q959150)

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scientific article; zbMATH DE number 5381568
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Projected gradient approach to the numerical solution of the SCoTLASS
scientific article; zbMATH DE number 5381568

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    Projected gradient approach to the numerical solution of the SCoTLASS (English)
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    11 December 2008
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    principal component analysis
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    simple structure components
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    Lasso constraint
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    penalty function
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    constrained optimization
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    gradient dynamical system on manifolds
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    steepest ascent vector flows
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    optimality conditions
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