Closing the duality gap of the generalized trace ratio problem
| Autor: | Yang, Meijia, Xia, Yong |
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| Rok vydání: | 2024 |
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| Druh dokumentu: | Working Paper |
| Popis: | The generalized trace ratio problem {\rm (GTRP)} is to maximize a quadratic fractional objective function in trace formulation over the Stiefel manifold. In this paper, based on a newly developed matrix S-lemma, we show that {\rm (GTRP)}, if a redundant constraint is added and well scaled, has zero Lagrangian duality gap. However, this is not always true without the technique of scaling or adding the redundant constraint. Comment: 20 pages |
| Databáze: | arXiv |
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