Article ID: | iaor19901155 |
Country: | Germany |
Volume: | 21 |
Start Page Number: | 185 |
End Page Number: | 196 |
Publication Date: | Sep 1990 |
Journal: | Optimization |
Authors: | Focke J., Schulze R. |
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.