Linear Constrained Rayleigh Quotient Optimization: Theory and Algorithms

no code implementations • 7 Nov 2019 • Yunshen Zhou, Zhaojun Bai, Ren-cang Li

We start by equivalently transforming CRQopt into an optimization problem, called LGopt, of minimizing the Lagrangian multiplier of CRQopt, and then an problem, called QEPmin, of finding the smallest eigenvalue of a quadratic eigenvalue problem.

Constrained Clustering