A non-monotone spectral projected gradient method with a Cholesky shortcut is shown to be competitive with existing gradient projection methods on synthetic positive semidefinite Procrustes problems.
A constrained procrus tes problem
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A Spectral Gradient Projection Method for the Positive Semi-definite Procrustes Problem
A non-monotone spectral projected gradient method with a Cholesky shortcut is shown to be competitive with existing gradient projection methods on synthetic positive semidefinite Procrustes problems.