A GSS method for oblique l_1 Procrustes problems
Claudio Bogani (boganicmaths.bham.ac.uk)
Abstract: We propose a Generating Search Set method for solving the oblique l_1 Procrustes problem. Implementative details, algorithmic choices and theoretical properties of the method are discussed. The results of some numerical experiments are reported.
Keywords: Piecewise smooth optimization, nonlinear constraints, direct search methods
Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )
Citation: in Applied and Industrial Mathematics in Italy III – Proceedings of the 9th Conference SIMAI, De Bernardis et. Al. (eds), Series on Advances in Mathematics for Applied Sciences, 82(2009), 87-98.
Entry Submitted: 02/10/2009
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