ALS

Alternating Least Squares.

ALSOS

Alternating Least Squares with Optimal Scaling.

Alternating Least Squares

Block relaxation of a least squares loss function.

Alternating Least Squares with Optimal Scaling

Least Squares with data transformations.

Augmentation Algorithm

Minimize a function by introducing additonal variables in block relaxation.

Augmentation Method

Minimize a function by introducing additonal variables in block relaxation.

Block Relaxation Algorithm

Minimize a function over alternating blocks of variables.

Block Relaxation Method

Minimize a function over alternating blocks of variables.

Gauss-Newton Method

Minimizing linear-quadratic Taylor approximation to least squares loss function.

Iteration Function

Function defining the update in a step of an iterative algorithm.

Iteration Jacobian

Derivative of the iteration function.

Iteration Map

Point-to-set map defining the possible updates in a step of an iterative algorithm.

Iteration Rate

Largest eigenvalue, in modulus, of the iteration Jacobian. Same as Iteration Spectral Radius.

Iteration Spectral Radius

Largest eigenvalue, in modulus, of the iteration Jacobian.

Majorization Algorithm

Minimize a function by iteratively minimizing majorizations.

Majorization Method

Minimize a function by iteratively minimizing majorizations.

MM Algorithm

Majorization/Minimization or Minorization/Maximization Algorithm.

MM Method

Majorization/Minimization or Minorization/Maximization Algorithm.

Nesterov Majorization

Majorize a function by bounding the cubic term in the Taylor series.

Newton's Method

Minimizing quadratic Taylor approximation to function.