IFAC Proceedings Volumes (IFAC-PapersOnline)

Ramón A. Delgado, Juan C. Agüero, Graham C. Goodwin

Research output: Contribution to conferencePaper

13 Citations (Scopus)

Abstract

© IFAC. In this paper, we present a general method for rank-constrained optimization. We use an iterative convex optimization procedure where it is possible to include any extra convex constraints. The proposed approach has potential application in several areas. We focus on the problem of Factor Analysis. In this case, our approach provides sufficient flexibility to handle correlated errors. The benefits of the method is demonstrated via a simulation study.
Original languageEnglish
Pages10373-10378
Number of pages6
Publication statusPublished - 1 Jan 2014
Externally publishedYes
Eventconference -
Duration: 1 Jan 2014 → …

Conference

Conferenceconference
Period1/01/14 → …

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