Trust-region methods on Riemannian manifolds (Q2385533): Difference between revisions
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Revision as of 07:57, 5 March 2024
scientific article
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English | Trust-region methods on Riemannian manifolds |
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Trust-region methods on Riemannian manifolds (English)
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12 October 2007
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This article presents an extensive study of trust-region methods on Riemannian manifolds. In the first section, an introductory overview of the background literature is presented, including existing algorithms for solving optimization problems on manifolds. The background information on Riemannian trust-region approaches in also outlined. In the second section the general framework proposed by the authors for the Riemannian trust-region algorithm is presented. This is followed by a discussion and a method for computing the trust-region step. The fourth section concentrates on issues relating to convergence analysis. The study of global and local convergence is performed in a series of theorems with proofs. In the next section an extensive list of potential applications of the proposed scheme is presented and analyzed. The article concludes with a list of useful, relevant references.
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numerical optimization
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trust region
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truncated conjugate gradient
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optimization on manifolds
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Steihaug-Toint method
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Riemannian manifolds
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algorithm
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convergence
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