求解正交非均衡Procrustes问题的MM方法

AN MM METHOD FOR SOLVING ORTHOGONAL UNBALANCED PROCRUSTES PROBLEM

给出了求解正交非均衡Procrustes问题的MM方法并分析了收敛性.为了克服算法迭代次数多和计算结果依赖初始迭代点的困难,设计了特殊的初始点选取策略,并使用了拟牛顿加速及Nesterov加速技巧。数值结果显示,在一定情形下,提出的算法相比已有方法有优势.

The MM method for solving the orthogonal unbalanced Procrustes problem is given and the convergence is analyzed.Generally the MM method converges slowly and the computed results relies on the initial point.some special initial point selection strategies are designed.Furthermore the quasi-Newton acceleration and Nesterov acceleration techniques are used.Numerical results demonstrate that the proposed algorithm has advantages over the existing methods under certain circumstances.