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A GSS method for oblique l_1 Procrustes problems

Claudio Bogani (boganic***at***maths.bham.ac.uk)
Maria Grazia Gasparo (mariagrazia.gasparo***at***unifi.it)
Alessandra Papini (alessandra.papini***at***unifi.it)

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.

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Entry Submitted: 02/10/2009
Entry Accepted: 02/10/2009
Entry Last Modified: 01/28/2010

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