Maximization of the sum of the trace ratio on the Stiefel manifold, II： Computation

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：leloch

【摘要】

：

必要条件部分地证实我为最大化问题 $$\mathop 的全球 maximizers 这糊{ \max } \limits_V \left\{{ \frac {{ tr ( V ^ \top AV )}}{{ tr ( V ^ \top BV )}}+ tr

【作者】

：

ZHANG LeiHong LI RenCang

【机构】

：

DepartmentofAppliedMathematics,DepartmentofMathematics

【出处】

：

中国科学：数学英文版

【发表日期】

：

2015年7期

【关键词】

：

最大化问题迭代计算歧管迹线局部收敛迭代优化 SCF 试验报告 trace ratio Rayleigh quotient Stiefel mani

【基金项目】

：

The first author was supported by Nos. 11101257 and 11371102）, and the Basic Academic Project for Shanghai University of Finance and Economics National Natural Science Foundation of China （Grant Disci

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必要条件部分地证实我为最大化问题 $$\\mathop 的全球 maximizers 这糊{ \\max } \\limits_V \\left\\{{ \\frac {{ tr ( V ^ \\top AV )}}{{ tr ( V ^ \\top BV )}}+ tr ( V ^ \\top CV )}\\right\\}$$

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Maximization of the sum of the trace ratio on the Stiefel manifold, II： Computation

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