On constrained nonconvex stochastic optimization: A case study for generalized eigenvalue decomposition

Mathematics

• Eigenvalue Decomposition 100%
• Generalized Eigenvalue 92%
• Nonconvex Optimization 80%
• Stochastic Optimization 80%
• Lagrangian Function 67%
• Generalized Eigenvalue Problem 62%
• Unstable 27%
• Min-max Problem 23%
• Applied Probability 23%
• Primal-dual Algorithm 23%
• Canonical Correlation Analysis 22%
• Diffusion Approximation 20%
• Global Optimum 20%
• Stochastic Algorithms 20%
• Nonconvex Problems 19%
• Constrained Optimization 19%
• Machine Learning 18%
• Geometric Structure 18%
• Signal Processing 18%
• Convexity 14%
• Rate of Convergence 12%
• Optimization Problem 12%
• Numerical Results 11%
• Unknown 11%
• Class 10%
• Invariant 9%
• Sufficient Conditions 8%
• Form 6%

Engineering & Materials Science

• Decomposition 49%
• Constrained optimization 24%
• Signal processing 18%
• Machine learning 16%