tSSNALM: A fast two-stage semi-smooth Newton augmented Lagrangian method for sparse CCA.
Xianchao XiuYing YangLingchen KongWanquan LiuPublished in: Appl. Math. Comput. (2020)
Keyphrases
- canonical correlation analysis
- augmented lagrangian method
- augmented lagrangian
- convex optimization
- least squares
- primal dual
- total variation
- constrained minimization
- total variation regularization
- interior point methods
- high dimensional
- sparse representation
- piecewise constant
- global convergence
- wavelet transform