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A quadratically convergent local algorithm on minimizing sums of the largest eigenvalues of a symmetric matrix.
Batool Nekooie
Michael K. H. Fan
Published in:
Comput. Optim. Appl. (1993)
Keyphrases
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learning algorithm
k means
objective function
dynamic programming
worst case
principal component analysis
feature extraction
optimal solution
convergence rate
principal components