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A Convex Programming Approach to the Trace Quotient Problem

Shen, Chunhua; Li, Hongdong; Brooks, Michael

Description

The trace quotient problem arises in many applications in pattern classification and computer vision, e.g., manifold learning, low-dimension embedding, etc. The task is to solve a optimization problem involving maximizing the ratio of two traces, i.e., maxiy Tr(f(W))/Tr(h(W)). This optimization problem itself is non-convex in general, hence it is hard to solve it directly. Conventionally, the trace quotient objective function is replaced by a much simpler quotient trace formula, i.e., maxw Tr...[Show more]

CollectionsANU Research Publications
Date published: 2007
Type: Conference paper
URI: http://hdl.handle.net/1885/28451
Source: Proceedings of the 9th Biennial Conference of the Australian Pattern Recognition Society on Digital Image Computing Techniques and Applications
DOI: 10.1007/978-3-540-76390-1

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