Nonmonotone algorithm for minimization on closed sets with applications to minimization on Stiefel manifolds (Q408215): Difference between revisions
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The authors propose an algorithm for minimizing differentiable functions restricted to an arbitrary closed set by combining a regularization approach and nonmonotone trust-region rules. The method generates a feasible sequence such that all of its accumulation points are stationary points irrespective of the initial approximation chosen. The global convergence of the algorithm is established. A globally convergent nonmonotone gradient-like scheme for minimization on Stiefel manifolds is proposed. Some numerical results on small and medium sized weighted orthogonal Procrustes problems are presented to illustrate the technique applied to minimization problems with orthogonality constraints. | |||
Property / review text: The authors propose an algorithm for minimizing differentiable functions restricted to an arbitrary closed set by combining a regularization approach and nonmonotone trust-region rules. The method generates a feasible sequence such that all of its accumulation points are stationary points irrespective of the initial approximation chosen. The global convergence of the algorithm is established. A globally convergent nonmonotone gradient-like scheme for minimization on Stiefel manifolds is proposed. Some numerical results on small and medium sized weighted orthogonal Procrustes problems are presented to illustrate the technique applied to minimization problems with orthogonality constraints. / rank | |||
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Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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Property / Mathematics Subject Classification ID: 90C51 / rank | |||
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Property / zbMATH DE Number: 6019383 / rank | |||
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nonmonotone algorithm | |||
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closed sets | |||
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Levenberg-Marquardt method | |||
Property / zbMATH Keywords: Levenberg-Marquardt method / rank | |||
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Stiefel manifolds | |||
Property / zbMATH Keywords: Stiefel manifolds / rank | |||
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regularization | |||
Property / zbMATH Keywords: regularization / rank | |||
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trust-region rules | |||
Property / zbMATH Keywords: trust-region rules / rank | |||
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global convergence | |||
Property / zbMATH Keywords: global convergence / rank | |||
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weighted orthogonal Procrustes problems | |||
Property / zbMATH Keywords: weighted orthogonal Procrustes problems / rank | |||
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orthogonality constraints | |||
Property / zbMATH Keywords: orthogonality constraints / rank | |||
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Revision as of 18:58, 29 June 2023
scientific article
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English | Nonmonotone algorithm for minimization on closed sets with applications to minimization on Stiefel manifolds |
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Nonmonotone algorithm for minimization on closed sets with applications to minimization on Stiefel manifolds (English)
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29 March 2012
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The authors propose an algorithm for minimizing differentiable functions restricted to an arbitrary closed set by combining a regularization approach and nonmonotone trust-region rules. The method generates a feasible sequence such that all of its accumulation points are stationary points irrespective of the initial approximation chosen. The global convergence of the algorithm is established. A globally convergent nonmonotone gradient-like scheme for minimization on Stiefel manifolds is proposed. Some numerical results on small and medium sized weighted orthogonal Procrustes problems are presented to illustrate the technique applied to minimization problems with orthogonality constraints.
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nonmonotone algorithm
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closed sets
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Levenberg-Marquardt method
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Stiefel manifolds
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regularization
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trust-region rules
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global convergence
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weighted orthogonal Procrustes problems
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orthogonality constraints
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