Cognitive Computing Lab, Baidu Research, No. 10 Xibeiwang East Road, Beijing 100193, China; 10900 NE 8th St. Bellevue, Washington 98004, USA
Yunfeng Cai, Guanhua Fang, Ping Li
sparse generalized eigenvalue problem;perturbation;penalization;ADMM
A Note on Sparse Generalized Eigenvalue Problem