A DC Programming Approach for Sparse Eigenvalue Problem

@inproceedings{Thiao2010ADP,
  title={A DC Programming Approach for Sparse Eigenvalue Problem},
  author={Mamadou Thiao and Tao Pham Dinh and Le Thi Hoai An},
  booktitle={ICML},
  year={2010}
}
We investigate the sparse eigenvalue problem which arises in various fields such as machine learning and statistics. Unlike standard approaches relying on approximation of the l0norm, we work with an equivalent reformulation of the problem at hand as a DC program. Our starting point is the eigenvalue problem to which a constraint for sparsity requirement is added. The obtained problem is first formulated as a mixed integer program, and exact penalty techniques are used to equivalently transform… CONTINUE READING

From This Paper

Figures, tables, and topics from this paper.

References

Publications referenced by this paper.
Showing 1-10 of 23 references

Combining dca and interior point techniques for large-scale nonconvex quadratic programming

T. Pham Dinh, H. A. Le Thi, F. Akoa
Optimization, Methods and Softwares, • 2008
View 6 Excerpts
Highly Influenced

Exact penalty in dc programming

H. A. Le Thi, T. Pham Dinh, M. Le Dung
Vietnam Journal of Mathematics, • 1999
View 4 Excerpts
Highly Influenced

optimization algorithms for solving the trust region subproblem

T. Pham Dinh, H. A. D. c. Le Thi
SIAM J . Optim . • 1998
View 4 Excerpts
Highly Influenced

So - lutions of a linear program with an additional euclidean unit ball constraint by a customized polynomial algorithm

M. Thiao, T. Pham Dinh, H. A. Le Thi
2009
View 1 Excerpt

Similar Papers

Loading similar papers…