Description Usage Arguments References See Also
Uses the FORCE algorithm to solve the PECOK SDP when K is unknown.
1 2 |
X |
n x d matrix. Either this or |
D |
d x d matrix. Either this or |
sigma_hat |
d x d matrix. If |
force_opts |
tuning parameters. |
X0 |
initial iterate. |
gamma_par |
logical expression. If |
C. Eisenach and H. Liu. Efficient, Certifiably Optimal High-Dimensional Clustering. arXiv:1806.00530, 2018.
J. Peng and Y. Wei. Approximating K-means-type Clustering via Semidefinite Programming. SIAM Journal on Optimization, 2007.
F. Bunea, C. Giraud, M. Royer and N. Verzelen. PECOK: a convex optimization approach to variable clustering. arXiv:1606.05100, 2016.
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