In this paper, we transform the classical linear discriminant analysis (LDA) into a smooth difference-of-convex optimization problem. Then, a new difference-of-convex algorithm with extrapolation is introduced and the convergence of thealgorithm is established. Finally, for face recognition problem, the proposed algorithm achieves betterclassification performance compared with several current algorithms in the literature.
AMS Subject Classification: 15A18; 15A69