Descent methods for optimization on homogeneous manifolds

DOI10.1016/J.MATCOM.2008.03.013zbMath1162.65353OpenAlexW2081940040MaRDI QIDQ1010054

Simone Fiori, Elena Celledoni

Publication date: 3 April 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.03.013

zbMATH Keywords

numerical examplesindependent component analysissignal processingLie group actionsline search methodseigen-problemsoptimization on manifoldsunivariate descent methods

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Programming in abstract spaces (90C48) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

A Riemannian steepest descent approach over the inhomogeneous symplectic group: application to the averaging of linear optical systems ⋮ An introduction to Lie group integrators - basics, new developments and applications ⋮ Conjugate gradient algorithm for optimization under unitary matrix constraint

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