Now showing items 1-2 of 2
Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions
In many data-intensive applications, the use of principal component analysis (PCA) and other related techniques is ubiquitous for dimension reduction, data mining or other transformational purposes. Such transformations ...
An Efficient Augmented Lagrangian Method with Applications to Total Variation Minimization
Based on the classic augmented Lagrangian multiplier method, we propose, analyze and test an algorithm for solving a class of equality-constrained non-smooth optimization problems (chiefly but not necessarily convex programs) ...