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PDF-2HomalsinRlossfunctionandaparticularalgorithmfor ndingtheoptimalsoluti

PDF-2HomalsinRlossfunctionandaparticularalgorithmfor ndingtheoptimalsoluti

JournalofStatisticalSoftware3lossfunctiontobeminimizedXY1Ym1 mmXj1trXGjYj0MjXGjYj3Weusethenormalizationu0MX0andX0MXIinordertoavoidthetrivialsolutionX0andYj0The rstrestricti

JournalofStatisticalSoftware3lossfunctiontobeminimized:(X;Y1;:::;Ym)=1 mmXj=1tr(XGjYj)0Mj(XGjYj)(3)Weusethenormalizationu0MX=0andX0MX=IinordertoavoidthetrivialsolutionX=0andYj=0.The rstrestricti

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