A matrix generation approach for eigenvalue optimization.
Mohammad R. OskoorouchiJean-Louis GoffinPublished in: Math. Program. (2007)
Keyphrases
- covariance matrix
- optimization algorithm
- perturbation theory
- optimization process
- global optimization
- optimization problems
- eigenvalue problems
- discrete optimization
- pairwise
- constrained optimization
- database
- least squares
- recommender systems
- optimization method
- optimal solution
- case study
- matrix representation
- correlation matrix
- genetic algorithm