An Augmented Lagrangian Approach for Sparse Principal Component Analysis
Zhaosong LuYong ZhangPublished in: CoRR (2009)
Keyphrases
- augmented lagrangian
- sparse principal component analysis
- constrained optimization
- convex optimization
- constrained optimization problems
- total variation
- image denoising
- linear programming problems
- regularization term
- lagrange multipliers
- differential evolution
- principle component analysis
- natural images
- optimization problems
- denoising
- evolutionary algorithm
- objective function
- machine learning
- singular value decomposition
- markov random field
- regularization parameter
- data points
- high dimensional
- pairwise
- multiscale