Name
Title | ||
|---|---|---|
Conditional Gradient Method for Double-Convex Fractional Programming Matrix Problems. |
Abstract | ||
|---|---|---|
We consider the problem of optimizing the ratio of two convex functions over a closed and convex set in the space of matrices. This problem appears in several applications and can be classified as a double-convex fractional programming problem. In general, the objective function is nonconvex but, nevertheless, the problem has some special features. Taking advantage of these features, a conditional gradient method is proposed and analyzed, which is suitable for matrix problems. The proposed scheme is applied to two different specific problems, including the well-known trace ratio optimization problem which arises in many engineering and data processing applications. Preliminary numerical experiments are presented to illustrate the properties of the proposed scheme. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1007/s10957-017-1203-3 | J. Optimization Theory and Applications |
Keywords | Field | DocType |
Fractional programming,Conditional gradient method,Trace ratio problem,65F10,15A18,90C32 | Mathematical optimization,Data processing,Matrix (mathematics),Convex set,Regular polygon,Frank–Wolfe algorithm,Convex function,Optimization problem,Mathematics,Fractional programming | Journal |
Volume | Issue | ISSN |
176 | 1 | 0022-3239 |
Citations | PageRank | References |
0 | 0.34 | 11 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Abderrahman Bouhamidi | 1 | 65 | 10.80 |
| Mohammed Bellalij | 2 | 0 | 0.34 |
| Rentsen Enkhbat | 3 | 33 | 5.59 |
| Khalide Jbilou | 4 | 38 | 12.08 |
| Marcos Raydan | 5 | 733 | 64.01 |