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Alternating Direction Method of Multipliers for Sparse

上传者: 2020-03-28 09:07:55上传 PDF文件 760.45KB 热度 35次
AbstractWeconsideraconvexrelaxationofsparseprincipalcomponentanalysis proposedbyd’Aspremontetal.(SIAMRev.49:434–448,2007).Thisconvexrelaxationisanonsmoothsemidefiniteprogrammingprobleminwhichthe1normofthe desiredmatrixisimposedineithertheobjectivefunctionorthe
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