On a DC-optimization-problem from statistical factor analysis

On a DC-optimization-problem from statistical factor analysis

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Article ID: iaor19901155
Country: Germany
Volume: 21
Start Page Number: 185
End Page Number: 196
Publication Date: Sep 1990
Journal: Optimization
Authors: ,
Abstract:

Howe’s problem from statistical factor analysis is presented as a DC-optimization-problem and is carefully investigated. Thereby the authors form an always solvable closed version of this problem and give necessary optimality conditions. For numerical solutions they describe a special iterative method.

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