Partial spectral projected gradient method with active-set strategy for linearly constrained optimization.
Marina AndrettaErnesto G. BirginJosé Mario MartínezPublished in: Numer. Algorithms (2010)
Keyphrases
- constrained optimization
- gradient method
- unconstrained optimization
- active set
- nonnegative matrix factorization
- negative matrix factorization
- efficient implementation
- convergence rate
- step size
- penalty function
- optimization methods
- objective function
- interior point
- matrix factorization
- particle swarm optimization
- maximum likelihood
- signal processing
- cost function