gforce.PECOK {GFORCE} | R Documentation |
Uses the FORCE algorithm to solve the PECOK SDP.
gforce.PECOK(K, X = NULL, D = NULL, sigma_hat = NULL, force_opts = NULL, X0 = NULL, E = NULL, gamma_par = FALSE)
K |
number of clusters. |
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. |
E |
strictly feasible solutions. |
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.