Archetypal Analysis of Interval Data.
Archetypal Analysis of Interval Data.
In this paper we present a mathematical model for archetypal analysis of data represented by means of intervals of real numbers. We extend the model for single-valued data proposed in the pioneering work of Cutler and Breiman on this topic. The core problem is a non-convex optimization one, which we solve by means of a sequential quadratic programming method. We show numerical experiments performed on both single-valued and interval data in order to validate the model.
non-convex optimization, interval analysis; sequential quadratic programming; non-convex optimization, interval analysis; archetypal analysis; non-convex optimization, interval analysis, sequential quadratic programming
non-convex optimization, interval analysis; sequential quadratic programming; non-convex optimization, interval analysis; archetypal analysis; non-convex optimization, interval analysis, sequential quadratic programming
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